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Quantitative Analyst AVP
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BA

Quantitative Analyst AVP

Barclays

London

On-site

Employee

Full-Time

Mid Level

Join us as a ALM Quantitative Analyst AVP within QA Treasury team supporting Treasury Finance to manage Interest Rates Risk by developing statistical models for forecasting asset and liability behavioural balances.

Requirements

  • Experience in developing quantitative behavioural models in Asset Liability & Management.
  • Deep understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques.
  • Excellent communication...

Skills

Quantitative behavioural models

Asset Liability Management

Statistical modelling

Econometric modelling

Time series analysis

Regression models

Python programming

Machine learning

Data analysis

Data cleaning

Pattern identification

Clustering