Join us as a Quantitative Analytics Market Risk Modeler in Barclays Quantitative Analytics Team where you will be responsible for developing best in class market risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.

You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience in coding languages like Python / R / C++, as well as job-specific skillsets.

To be successful as a Quantitative Analytics Market Risk Modeler you should have experience with:

• You must have experience working as model developer in one or more of the following areas: FRTB IMA & SA, VaR, IRC / DRC, Expected Shortfall (ES), Economic Risk Capital, CCAR, Stress Testing, CVA, Exposure & Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc.), Back-testing, Numerical Analysis.
• Hands on coding experience (as a full-stack developer / agile developer etc.
• Preferable language is Python, C/C++ etc)




• Hand on experience in Model Development and/or Model Validation (core development experience preferred).

Desired Qualification ;

• Advanced Technical Degree (Master's / PhD / similar or equivalents) - Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics
• Certification - GARP-FRM, PRM, CQF, AI/ML Courses, Programming.

This role is based out of Mumbai.

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 per

📌 Quantitative Analytics Market Risk Modeler (Mumbai)
🏢 Barclays
📍 Mumbai