QA Counterparty Risk Quantitative Avp

7 months ago

Mumbai Maharashtra, India Barclays Full time

Job Title: QA Counterparty Risk Quantitative AVP

Location: Mumbai

About Barclays

Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.

Risk and Control Objective

Take ownership for managing risk and strengthening controls in relation to the work you do

Working Flexibly

Structured hybrid role:
Introduction:
They will be involved in all aspects of the model development process, including research, model documentation, prototyping, implementation, code review, testing, and library release.

What will you be doing?
- Model development for Monte Carlo simulation for Counterparty Risk.
- Improvements to existing CCR models and methodologies.
- Model documentation and testing.
- Development of quantitative library functionality for counterparty risk.

What we’re looking for:

- Masters Degree in Mathematics/Physics/Computer Science or other scientific discipline from a top university.
- Excellent analytical and numerical skills
- Excellent problem solving skills
- Python experience

Skills that will help you in the role:

- Experience with Monte Carlo simulation with relevant modelling and statistical knowledge
- C++ and Python experience with strong algorithmic design and reasoning skills
- Strong knowledge of one asset class (e.g. interest rates, FX )
- Experience developing in large-scale libraries and development lifecycle.

Where will you be working?

Mumbai

Be More at Barclays

Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.

Purpose, Values and Mindset

We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.

Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.

Respect

We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.

Integrity

We operate with honesty, transparency and fairness in all we do.

Service

We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.

Excellence

We champion innovation, and use our energy, expertise and resources to make a positive difference.

Stewardship

We prize sustainability, and are passionate about leaving things better than we found them.

Our Mindset shapes how we take action, living by our Values, driven by our Purpose, always with our customers and clients at the heart of what we do; our Mindset is to Empower, Challenge and Drive.

Empower

Trust and support each other to deliver. Make decisions with those closest to the topic. Include diverse perspectives. Celebrate success and learn from failure.

Challenge

Question whether things can be done better. Use insights based on data to inform decisions. Be curious about how we can adapt and improve. Speak up and be open to alternative viewpoints.

Drive

Focus on outcomes. Deliver with pace. Be passionate and ambitious about what we do. Take personal responsibility. Actively build collaborative relationships to get things done.

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