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Treasury Quantitative Analyst (AVP), London
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Client:
Empirical Search
Location:
London, United Kingdom
Job Category:
Other
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EU work permit required:
Yes
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Job Reference:
0ef0b6f3938c
Job Views:
7
Posted:
19.08.2025
Expiry Date:
03.10.2025
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Job Description:
Role Description
* 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
Role Requirements
* Experience in developing quantitative behavioural models in Asset Liability & Management
* Deep understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques
* Excellent communication skills, including the ability to discuss technical matters with a non-technical audience as well as being proficient in python programming
* Previous experience in modelling non-maturing deposits, mortgage prepayment or mortgage completion models
* Strong experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering
* Experience developing, implementing of models which utilise more complex Machine learning techniques
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