Quant Analyst AVP

QA Wholesale Credit Risk (WCR) develop models for capital (Basel), impairment (IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, Economic Capital, and for credit sanctioning. The model scope covers the Corporate and Investment Bank (CIB) within Barclays International (BI). You will support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel,…

Data drives every decision we make. As a member of our analytics team, you will help us unlock the value hidden in our data. You'll build models, create dashboards, and present findings that directly influence our strategic roadmap.

Requirements

• Strong proficiency in SQL and data visualization tools (Tableau, PowerBI).
• Experience with statistical programming languages like R or Python.
• Ability to derive actionable insights from large, complex datasets.
• Strong mathematical background and analytical thinking.
• Experience with data warehousing and ETL processes is beneficial.
• Degree in Statistics, Mathematics, Economics, or a related field.