- Entry level
- No Education
- Salary to negotiate
- New York City
Quantitative Strategist - 90220565
Primary Location:US-New York-745 Seventh Avenue, New York, NY
Posting Range:20 Feb 2019 - Ongoing
Director, Quantitative Strategist
New York, NY
About Financial Resource Management
FiRM’s mission is to create one centre of excellence for Financial Resource Management to optimise the Barclays International portfolio for capital, leverage, risk assets, funding and tax across all jurisdictions and legal entities, on both sides of the balance sheet.
We are looking for a Quantitative Strategist who will develop analytics to drive business outcomes and recommendations through product innovation and enhanced pricing insights across the consumer space.
What will you be doing?
You will be working with the FiRM Quantitative Strategy Lead and wider team to design and implement a flexible, scalable and comprehensive analysis framework that will model all aspects of existing or prospective portfolios of consumer credit products. Specifically, the following aspects need to be modelled:
· Account level dependency analysis and simulation
· Consumer behavioural response to market conditions
· Portfolio performance, including business-specific behavioural elements
· Design and build of the required analytics and technology to allow FiRM to fully execute its mandate across BI
· Make continuous enhancements to respond to a variety of business needs, regulatory requirements or other critical factors
· Work with other quant and technology teams across the Bank to leverage and optimise common data standards, languages, libraries
· Work on behalf of wider FiRM organisation to deliver enhanced analytics in the broad areas of capital, deposits, lending, collateral, funding and liquidity
· Interact with colleagues in BI Treasury function and other BI business units as stakeholders
What we’re looking for:
· Master’s Degree or Higher
· 7+ years of experience with Data Science methods (Data Quality management, segmentation and behavioural modelling, factor analysis and predictive analytics, machine learning)
Skills that will help you in the role:
· Very strong Quantitative background
· Experience in consumer credit modelling
· Quantifiable track record of high performance
· Passionate, motivated and resilient
· Excellent written and oral communicator. Able to distil and articulate complex issues for audiences of various sophistication
· Strong understanding of business objectives and Barclays firm wide agenda
Where will you be working?
You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building. The building is easily accessible to Restaurants, Shops and Public Transportation.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.
Dynamic working gives everyone at Barclays the opportunity to integrate professional
About the company
Barclays moves, lends, invests and protects money for 48 million customers and clients worldwide.
We have over 325 years of history and expertise in banking. From our beginnings in Lombard Street, London through to the launch of the world’s first ATM and innovative mobile phone payments services, find out more about our achievements to date.
Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.