Purpose of the role
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Accountabilities
Vice President Expectations
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.
This role within Barclays will be part of Quantitative Analytics(QA) Treasury team with particular focus on supporting Barclays Treasury business inareas like Asset and LiabilityManagement, Liquidity, Collateral and Hedge AccountingManagementwith the development and delivery of various quantitative models used for internal risk management and regulatory exercises.
The role focuses onPython‑basedquantitative modelsthat project balance sheet cash flows, liquidity risk and hedge accounting metrics under stress andresolution‑typescenariosand requires close collaboration withTreasury Finance, Risk and Technology partnersto deliver robust,well‑controlledmodels in a regulated environment.
Some key responsibilities include:
Developandmaintainquantitativeriskmodels tosupportTreasury business with particular focus onliquidity risk, collateralprojectionand hedge accounting metrics.
Performdata analysis, validation and reconciliation across complex balance sheet andtransaction‑leveldatasets
Providequantitative andanalytical supportto Finance and Risk stakeholders with regulatory and supervisory exercises.
Ensure models are stable, well-tested,delivered in tight timelinesand support their documentation and validation.
Provideproduction support for testing and release of model packages incollaboration with Technology partners.
Skills & Experience needed:
Strong analytical skills and quantitative background withaMaster’sdegree or higher in a quantitative field.
Solid understanding offinancial mathematics , including cashflow modelling,discountingand fixed income instruments.
Good experience of mathematical modelling and development experience infinancial industry.
Good experience of hands-on programming experience in Python.
Experience working withlarge datasets and quantitative analysis.
Strong communicationskills, with the ability to explain technical topics tonon‑technicalstakeholders.
Some other highly valuable skills and experience include:
Experience withasset and liabilitymanagement,liquidity risk, collateral,hedge accounting or regulatory reporting or exposure toIRRBB and ICAAPVaRmodels.
Detailed knowledge of financial products, in particular fixed income products as well as retail banking products, and risk methodologies.
Strong background in financial mathematics, asset pricing theory, and statistics.
Experience supportingproduction models in a controlled or regulated environment.
Awareness ofmodel risk,controlsor governance frameworks.
Proactive,good communicationskills, team player, creative, result-oriented.
WhatWe’reLooking For:
Ahands‑onquantitative analystwith strong attention to detail and controls.
Someone comfortable working acrossFinance, Risk and Technology.
A candidate motivated to grow withinQA Treasury and Quantitative Analytics.
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.
Location:London

Barclays is a British universal bank. Our vision is to be the UK-centred leader in global finance. We are a diversified bank with comprehensive UK consumer, corporate and wealth and private banking franchises, a leading investment bank and a strong, specialist US consumer bank. Through these five divisions, we are working together for a better financial future for our customers, clients and communities.
With over 325 years of history and expertise in banking, Barclays operates in over 40 countries and employs approximately 83,500 people. Barclays moves, lends, invests and protects money for customers and clients worldwide.
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.