Qrm Modeller

As a Barclays QRM Modeller, it will be your accountability to ensure that the gap between the different ALM teams and the technology teams.

You will ensure that you liaise closely with project managers, delivery managers and other stakeholders to gather requirements and ensure they are implemented correctly within the system.

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation.

We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.

• Undertaking change and development of the QRM model, in line with all Barclayscompliant development, change & release management standards, practises and controls
• Testing changes to the model and working with stakeholders to gain agreement and signoff
• Working with model team colleagues to build up a solid grasp of the QRM model and be proactive in seeking out development opportunities
• Ensuring documentation of the QRM model implementation is uptodate and actively maintained
• Working with the Project and Delivery managers, the Operations team and Stakeholders to understand development requirements
• Engaging with the wider teams and senior stakeholders to ensure a smooth process

• Working handson knowledge of QRM models and the ability to make complex changes to QRM models, with knowledge of SQL
• Solid understanding of Interest Rate Risk in the Banking Book, ALM hedging & FTP practices, and Model Risk
• Knowledge of products and services offered by major banks, the inherent risks and how to mitigate them
• Selfmotivated and able to work independently, as well work as part of a team, and in high pressure/variable working environments

• Technical knowledge of Treasury or Risk functions in a bank
• Experience of the risk management activities of Treasury and/or Balance Sheet Management function
• Excellent numeric and analytical skills and the ability to learn quickly and grasp complex concepts
• Ability to code in Python, R, and VBA

Northampton was the birthplace of Barclaycard in 1966 and we've been based in Pavilion Drive since the building opened in 1997.

The office location is perfect for travel from the midlands and London alike as we are based just off the A45, it is easily accessible by both car and bus routes.