Investment banking


Vp, quantitative developer

13 October England - Greater London, London Perm


* Python or C++ Quant Developer
* Wholesale Credit Risk/Banking Book/Treasury/Finance models
* Non Front Office
* Back Office Finance
* Good communication skills


The role will require a python quant developer with core responsibilities:

* technical analysis, design, coding, support, maintenance and testing of components/models within the Model Execution Framework
* development of extensions to the MEF for CCAR/PRA Stress testing and Medium Term Planning requirements for Barclays UK and Barclays Corporate & International
* support model developers from of Quantitative Analytics group with design, integration and onboarding of their models into MEF and IT infrastructure
* design, implement and document common driver based models following the model life cycle.

Key Accountabilities

* Technical analysis, design, coding, support, maintenance and testing of components within the MEF
* Work alongside model developers to support development, delivery and integration of their models into MEF framework & IT infrastructure
* Work within the QA MEF Development team (based across LDN and NYK) to extend MEF solution to support Driver Based Modelling across all of Barclays.
* Extension of MEF to support new regulatory frameworks (CCAR, IFRS9, PRA Stress Testing)
* Strong contribution to the knowledge build out within the MEF team and strategic (off the shelf) technology recommendations for enhancing the MEF solution