Credit Quantitative Developer Job at Barclays (Prague)

Counterparty Credit Quantitative Analyst (Vice President)

Within the wider Counterparty Credit QA team, the Generic Curves and Markets Fun...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Experience in a comparable quantitative modelling, development or analytics role, ideally in the financial sector
Must have strong technical/programming skills
C++/python, Exposure to Market Data
Statistics and Probability based calculations
Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts
and Software design and principles
Must also possess any level of product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills

Job Responsibility

Develop analytics libraries used for pricing and risk-management in the scope of CVA and DVA
Collaborate closely with quantitative analysis colleagues and the desks
Create, implement and support quantitative model for XVA and OCM businesses leveraging a wide variety of mathematical and computer science methods including advanced calculus, C++, object-oriented design, Python, mathematical finance, statistics, probability and Machine Learning
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Appropriately assess risk/reward of developments when making business decisions
and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation
Be familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services
and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by your role which will be communicated to you

What we offer

Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
A discretional annual performance related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

Counterparty Credit Quantitative Analyst (Assistant Vice President)

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Experience in a comparable quantitative modelling, development or analytics role, ideally in the financial sector
Must have strong technical/programming skills
C++/python
Exposure to Market Data
Statistics and Probability based calculations
Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts
Software design and principles
Must also possess any level of product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills

Job Responsibility

Develop analytics libraries used for pricing and risk-management in the scope of CVA and DVA
Collaborate closely with quantitative analysis colleagues and the desks
Create, implement and support quantitative model for XVA and OCM businesses leveraging a wide variety of mathematical and computer science methods including advanced calculus, C++, object-oriented design, Python, mathematical finance, statistics, probability and Machine Learning
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Appropriately assess risk/reward of developments when making business decisions
and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services
and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by your role which will be communicated to you

What we offer

Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
A discretional annual performance related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

Senior Quantitative Developer (Python)

Are you curious and ready to take on a new career challenge? Are you eager to jo...

Location

Italy , Bologna

Salary:

Not provided

Prometeia

Expiration Date

Until further notice

Requirements

Degree in a scientific field (mathematics, statistics, physics, engineering, computer science, quantitative economics, or related fields)
Advanced Python in a scientific computing context
Strong command of pandas and numpy
Solid experience with Jupyter (reproducible notebooks, debugging, structuring, profiling)
Best practices for libraries: API design, modularity, refactoring, and code review
Testing with pytest (or equivalent) and a regression-proof mindset
Git and PR-based workflows
Environment and dependency management without conda (e.g., venv + pip / poetry / pip-tools)

Job Responsibility

Development of libraries (stable APIs) for quantitative calculations and data transformations in risk/climate/credit contexts
Implementation of analytical pipelines on datasets (mainly using pandas/numpy), with attention to: numerical correctness
handling of edge cases and missing/outlier data
performance (vectorization, profiling, targeted optimizations)
reproducibility (versioning, parameterization, consistent environments)
Advanced use of Jupyter for research/validation and conversion of prototypes into reusable, production-grade modules
Definition and maintenance of tests (unit, integration, regression) and numerical benchmarks
Contribution to build and CI processes (quality gates, linting/formatting, automated testing, packaging/release)
Collaboration with quantitative stakeholders and, when needed, support in technical communications with teams and clients

What we offer

Compensation, consisting of a fixed and a variable component
Welfare Plan
Benefits, which include all the initiatives undertaken for the well-being of our people
Smart working
People Program
Ongoing training
Win/Win Policy (financial bonus for recommending a person who is later recruited)
Phygital Management
Community
Diversity & Inclusion

Qa Retail Credit Risk Model Developer

Join us as a "QA Retail Credit Risk Model developer" in our Quantitative Analyti...

Location

India , Noida

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Minimum Bachelor’s Degree in quantitative discipline
Hands-on experience in statistical model development and basic knowledge of Capital and impairment concepts
A good knowledge of data analysis, theory and statistical techniques (such as linear or nonlinear models, logistic regression, macroeconomic forecast, decision trees, cluster analysis and neural networks etc.)
Proficiency with analytical software R or Python, SQL tools (e.g., Oracle), Unix platforms, and MS Office required
Advanced Python Programming and knowledge of Python/R/C++ coding
Model implementation using DevOps tools like TeamCity, Jira, BitBucket and Nexus etc
Project and stakeholder management
Experience in financial institution data, supporting model development, implementation and productionisation within credit wholesale, consumer, finance or treasury

Job Responsibility

Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment

What we offer

Hybrid working
Modern workspaces, collaborative areas, and state-of-the-art meeting rooms
Facilities include wellness rooms, on-site cafeterias, fitness centers, and tech-equipped workstations

Fulltime

New

Capital Markets and Loan Portfolio Mitigation Lead Analyst, Vice President

Are you looking for a career move that will put you at the heart of a global fin...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Experience in a related role of credit structuring and / or portfolio management
Excellent communication / interpersonal skills are a must (both verbal and written)
Ability to think strategically on micro tasks while ensuring suitability for macro business goals
Well organised, disciplined approach to work with a high level of attention to detail while remaining flexible to changeable environment
Able to navigate through a large organisation to streamline and summarise multiple information points and create repeatable processes to build consistency in presenting information
Highly motivated, organised, detail and team-oriented with strong quantitative skills
Demonstrates a high level of integrity
Knowledge of synthetic securitisation and credit risk mitigation more broadly, including relevant regulatory frameworks
Advanced analytical and numerical competency
Understanding of any of front office trading or middle office functions including trade capture, risk management, margin, and credit systems

Job Responsibility

Hands on involvement in CM&LPM’s synthetic securitisation programme: structuring, replenishments, maintenance
Focus on growing CM&LPM’s synthetic securitisation programme across multiple Citi businesses, including new asset classes
Potential to aid in external investor relationships and marketing in conjunction with sales management to build and maintain the franchise
Focus on continuing the technology build out of user interfaces for the synthetic securitisation programme
Assist in creating regular and ad hoc presentations of mitigation strategies for Senior managers
Monitoring the market risk and P&L of the CM&LPM hedge book
Research and development of new structured credit solutions for overall balance sheet management through liaising with other Citi businesses
Participate in various other ad hoc CM&LPM initiatives as they relate to the overall credit portfolio
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to secure required internal approvals and ensure appropriate governance and control infrastructure
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics

What we offer

Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
A discretional annual performance related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Programme
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

New

Sr Analysts, Credit Risk Mgmt

Sr Analysts, Credit Risk Management is located in Bellevue, WA will analyze cust...

Location

United States , Bellevue

Salary:

146182.00 - 153800.00 USD / Year

T-Mobile

Expiration Date

Until further notice

Requirements

Bachelor's degree in Computer Science, Computer Programming, Computer Engineering, Business Administration, or related, and 5 years of relevant work experience in any occupation in which the required experience is gained
Master's degree in Computer Science, Computer Programming, Computer Engineering, Business Administration, or related, and 3 years of experience in any occupation in which the required experience is gained
SQL, Excel VBA or analytical programming language R to manipulate and analyze large-scale datasets, derive critical insights, and translate complex findings into clear, actionable recommendations tailored for Executive Leadership
Snowflake, CV, CUW, or Teradata to extract, transform, and integrate data from multiple sources, with knowledge in managing the full Exploratory Data Analysis (EDA) lifecycle, including advanced querying, feature engineering, and building/managing data tables to ensure accuracy
Lead data-driven initiatives from requirements gathering to analytical framework design, with proficiency in leveraging statistical methods in R or Python including decision trees, regression models, and K-means clustering to enhance customer segmentation and credit risk strategies
Develop executive-level visualizations and performance tracking dashboards using Tableau, Power BI, SQL, Excel/VBA, and Python including pandas, matplotlib, and seaborn by performing ETL/data engineering including Extraction, Transformation, and Loading to deliver insights and monitor key metrics
Develop financial models and forecasts: Customer Lifetime Value prediction, cohort analysis, scenario modeling, using Excel, SQL, Python including NumPy, pandas, and scikit-learn to evaluate strategies and drive growth
Manage credit risk and underwriting by applying knowledge of credit structures and leveraging transactional, payment, and consumer behavioral data to build predictive models and develop optimization models in Excel and Python to design and implement new credit initiatives
At least 18 years of age
Legally authorized to work in the United States

Job Responsibility

Forecast financial trends to support strategic decision-making
Evaluate and optimize the effectiveness of credit policies and outcomes
Develop customer risk segments to improve credit management and performance
Utilize statistical segmentation techniques to identify new opportunities
Performing complex qualitative and quantitative analysis of credit polices to ensure financial goals are being attained
Developing predictive financial and analytical models using the appropriate statistical methodologies, including trend and regression analysis
Participate and perform the analysis of new data and statistical products by external vendors
Performing loss forecasting analysis
Extracting, processing and transforming data from multiple disparate sources
Analyzing credit bureau data and alternative credit data

What we offer

Annual stock grant
Employee stock purchase plan
401(k)
Free year-round money coaches
Annual bonus or periodic sales incentive or bonus
Medical insurance
Dental insurance
Vision insurance
Flexible spending account
Paid time off

Fulltime

New

Credit Risk Officer

Citibank, N.A. seeks a Credit Risk Officer for its Getzville, New York location.

Location

United States , Getzville

Salary:

130728.00 USD / Year

Citi

Expiration Date

August 05, 2026

Requirements

Master’s degree or foreign equivalent in Business Administration, Economics, Management Information Systems, Finance, Accounting or related field and 3 years of experience as a Credit Risk Analyst, Credit Portfolio Senior Manager, Tax Analyst or related position
Will also accept a Bachelor’s degree, or foreign equivalent in disciplines listed above and 6 years of progressively responsible, post-baccalaureate experience in the fields listed above
3 years of experience must include: Leading alignment meetings by presenting industry analysis, financials, organizational structure of counterparty to business and risk partners
Analyzing trends in the industry Escalating credit risk and mitigating potential loss on extended credit for clients
Perform Financial Statement analysis and use accounting skills to Conduct credit research and financial stability of a company, evaluating and reporting profitability of a credit line for extended facilities
Managing and maintaining portfolio and conducting credit assessment for counterparties
Knowledge of risk and return models, and independent assessment for evaluating acquisition financing, and leveraging financing for counterparties
Evaluating risk for the obligors and performing financial analysis to determine and recommend an extension of credit line
Performing stress testing to determine the outlier in the portfolio, UAT testing to fill gaps in the process and analyzing different types of transactions, including margin and term loans and revolving credit facilities for the client
Loan documentation, collateral ratings, and key trading as agreements - ISDA/CSA

Job Responsibility

Assess analyst work and creditworthiness as a senior on the team and assign appropriate credit rating by credit & financial analysis
Review & underwrite the structuring of annual & transaction Credit Approval Memos
Complete/Review due diligence of North American Insurance companies with industry knowledge to provide appropriate extensions of credit remaining within risk appetite per Wholesale Credit Risk Policy, perform outlook & industry overview of the portfolio for presenting to leadership
Maintain updated credit research on a portfolio of clients and lead group wide efficiency projects
Help the team in assessing risks & mitigants, using both quantitative and qualitative factors to perform reviews/renewals for new and existing relationships
Lead/work with the team to perform complex transactions in sensitive timeline through collaborating cross functionally within 1st /2nd & 3rd Line of Defense
Supervise, review, & provide input on analysis as a senior on the team and seeks credit and regulatory approval for all annual/transactions as part of a deal team
Ensure best in class core credit risk analysis of applicable portfolio, ensuring consistencies with industry leading practices and conform to all internal credit procedures/policies, and all related regulatory expectations
Recognize concerns regarding execution of risk analysis and/or emerging risks which will need to be addressed by the team, and ensure the tactical execution of these guidelines are reflected on all core deliverables of the team
Ensure ongoing and timely feedback and coaching of Credit Risk Analysts, Credit Risk Senior Analysts, and Credit Risk Associates

What we offer

medical
dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

New

Media Trading Team Lead

This role is responsible for leading the delivery of Radancy’s Programmatic Jobs...

Location

United Kingdom , London

Salary:

Not provided

Radancy

Expiration Date

Until further notice

Requirements

Proven experience leading high-performing digital media, programmatic, paid search, or performance marketing teams, with a track record of developing talent and driving results
Deep hands-on expertise across programmatic advertising, search marketing, campaign optimization, bidding strategies, and performance analytics
Strong analytical mindset with the ability to interpret complex data, identify trends, and translate insights into actionable recommendations
Excellent stakeholder management and communication skills, with the confidence to engage senior leaders, customers, partners, and cross-functional teams
Demonstrated ability to manage multiple priorities, balance strategic leadership with operational execution, and thrive in a fast-paced environment
Passion for innovation, automation, and AI, with experience identifying opportunities to improve workflows, increase efficiency, and enhance campaign performance
Commercially minded, with a strong understanding of customer objectives, revenue growth, partner relationships, and delivering measurable business outcomes

Job Responsibility

Internal and external customer management
Team Leadership & Development
Directly manage a group of Media Traders and maintain a work environment that yields strong individual and team performance
Ensure proper hiring, onboarding, training, and development of all staff members in partnership with leadership
Manage proper assignment of all customer work and resource management across the team
Foster a culture of experimentation and openness within the trading team, encouraging the exploration of new tools, platforms, and methodologies
Build relationships with internal teams such as Data Services, Analytics, Customer Success, and Media Solutions to ensure clear communications and problem solving for delivery
Interface regularly with the Media Solutions team on customer support, team training, field education, and product adoption
Review media plans to ensure proper information, commitments, budgets, and implementation strategy is in place
Work closely with the Product team to ensure seamless integration and rollout of new features to partners and customers

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Credit Quantitative Developer

Job Responsibility

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