Quantitative Model Developer

2 weeks ago


London, Greater London, United Kingdom Barclays UK Full time

Prague

All potential candidates should read through the following details of this job with care before making an application.

As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory market risk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware, deployment quantitative models to production. The systems include market data loading, pricing, sensitivity based risk analytics, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules in Python.
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.At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, 'anchor', days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.

What will you be doing?

Maintaining of current risk applications and models

Coming up with clear and solid designs to implement proposed modelling changes, to deliver in dynamic, agile, and often ambiguous contexts

Delivering prototypes using or extending as appropriate our Python-based modelling platform

Developing the models in Python and assist IT to integrate them into the production system

Participating to the design and the development of a robust, scalable, and extendible Market Risk solutions and their integration into the Risk engines framework

Supporting Risk, FO and IT users of our analytics

Communicating effectively with stakeholders (Risk IT, Project Managers, Model Validation, Risk Managers) and colleagues in QA

What we're looking for:

Master's Degree in related field

Hands-on Programming skills in Python or C++

Experience in supporting market risk models in production

Experiences with: AWS cloud, Terraform, Chef, CloudWatch, Docker and Mongo DB
Skills that will help you in the role:

Experience supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware, deployment quantitative models to production

Experience in development and support of quantitative development process, including statistical and machine learning models

Analytic skills: financial mathematics, time series, statistical analysis, numerical analysis, etc

Where will you be working?
Our Prague office is based in the financial centre of Prague. We are part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.

#LI-Hybrid #software
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