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Barclays Services Corp. seeks Quantitative Analyst AVP in New York, NY (multiple positions available): Coordinate the development and maintenance of financial regulatory and internal financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM) and Fundamental Review of the Trading Book (FRTB) with a particular focus on Securitized Products. Providing insights and expertise that help senior colleagues make informed decisions, develop new products and services, and identify new market opportunities. Perform theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of relevant financial market data. Provide numerical implementations of analytical financial modules, models, and methodology documentation. Provide support for in-use financial risk applications and models. Provide financial analytical support to the Risk Managers. May telecommute pursuant to company policies. [Hybrid role] Salary / Rate Minimum/yr: $ 190,000 per year Salary / Rate Maximum/yr: $ 209,000 per year The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. This position is eligible for incentives pursuant to Barclays Employee Referral Program.
Job Responsibility:
Coordinate the development and maintenance of financial regulatory and internal financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM) and Fundamental Review of the Trading Book (FRTB) with a particular focus on Securitized Products
Providing insights and expertise that help senior colleagues make informed decisions, develop new products and services, and identify new market opportunities
Perform theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of relevant financial market data
Provide numerical implementations of analytical financial modules, models, and methodology documentation
Provide support for in-use financial risk applications and models
Provide financial analytical support to the Risk Managers
May telecommute pursuant to company policies
Requirements:
Bachelor's degree or foreign equivalent in Finance, Accounting, Economics, Computer Science, Engineering (any), Mathematics, Physics, or a related field
5 years of post-baccalaureate experience in the job offered or as a Data Scientist, Financial Analyst, Quantitative Analyst, or related occupation
Experience with financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM), and Fundamental Review of the Trading Book (FRTB)
Experience with Securitized Products
Experience in theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of financial market data
Experience in numerical implementations of analytical financial modules and models
Experience providing support for in-use financial risk applications and models
What we offer:
Incentives pursuant to Barclays Employee Referral Program