At Barclays we don t just adapt to the future - we shape it Embark on a transformative journey as Quant Analytics Market Risk - Vice President where you ll spearhead the evolution of our Risk function You will be responsible for developing best in class credit risk models using industry leading model development frameworks methodologies work in a global quant team with regulators across the world and cutting-edge technology Additionally your role requires effective stakeholder management leadership and decision-making to support business strategy and risk management To be successful as a Quant Analytics Market Risk - Vice President you should have experience with Risk Finance Quant Modelling across at least some of the these - Treasury Risk Interest Rate Risk of Banking Book-IRRBB Liquidity Modelling TWD Unwinding of securities and balance sheet resolution RRP Hedge accounting cashflow management for testing IFRS and GAAP accounting ICAAP VAR Model Interest Rate Risk of banking book for VAR PRA110 liquidity reporting Model Implementation Model Implementation IRRBB RRP TWD Hegde accounting Liquidity Modelling FX rate risk ICAAP VAR model Balance-sheet Modelling Cash Flow Forecasting Hands-on day-to-day working knowledge in the above is must across all levels seniority Technology - Hand s on recent coding experience as a full-stack developer agile developer etc Preferable language Python Python-OOP C C Version control methods git stash JIRA Experience in Stress Testing Scenarios Modelling Model Development and or Model Validation core development experience Statistical Modelling preferably for Wholesale credit book Regulators and regulatory frameworks Stakeholders - Model Owners Audit Validation Advanced Technical Degree Master s PhD similar or equivalents - Statistics Engineering Numerical Analysis Mathematics Physics Econometrics Financial Engineering Computer Science Financial Mathematics Some good to have skills may include Certification - GARP-FRM PRM CQF AI ML Courses Coding and Computer Programming Experience with R MATLAB Numerix etc The role require hands-on in coding as a full stack agile developer Database skills Experience with Stakeholder management leadership and decision-making to support business strategy and risk management You may be assessed on the key critical skills relevant for success in role such as risk and controls change and transformation business acumen strategic thinking and digital and technology as well as job-specific technical skills The location of the role is Mumbai IN Purpose of the role To design develop implement and support mathematical statistical and machine learning models and analytics used in business decision-making Accountabilities 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 reliable 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 Vice President Expectations To contribute or set strategy drive requirements and make recommendations for change Plan resources budgets and policies manage and maintain policies processes deliver continuous improvements and escalate breaches of policies procedures If managing a team they define jobs and responsibilities planning for the department s future needs and operations counselling employees on performance and contributing to employee pay decisions changes They may also lead a number of specialists to influence the operations of a department in alignment with strategic as well as tactical priorities while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements If the position has leadership responsibilities People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard The four LEAD behaviours are L - Listen and be authentic E - Energise and inspire A - Align across the enterprise D - Develop others OR for an individual contributor they will be a subject matter expert within own discipline and will guide technical direction They will lead collaborative multi-year assignments and guide team members through structured assignments identify the need for the inclusion of other areas of specialisation to complete assignments They will train guide and coach less experienced specialists and provide information affecting long term profits organisational risks and strategic decisions Advise key stakeholders including functional leadership teams and senior management on functional and cross functional areas of impact and alignment Manage and mitigate risks through assessment in support of the control and governance agenda Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business Collaborate with other areas of work for business aligned support areas to keep up to speed with business activity and the business strategies Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions Adopt and include the outcomes of extensive research in problem solving processes Seek out build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives using influencing and negotiating skills to achieve outcomes All colleagues will be expected to demonstrate the Barclays Values of Respect Integrity Service Excellence and Stewardship - our moral compass helping us do what we believe is right They will also be expected to demonstrate the Barclays Mindset - to Empower Challenge and Drive - the operating manual for how we behave