Quantitative Analyst, Barclays, London
Barclays moves, lends, invests and protects money for customers and clients worldwide. With over 300 years of history and expertise in banking, we operate in over 50 countries and employ over 140,000 people. We provide large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs. Our clients also benefit from access to the breadth of expertise across Barclays. We’re one of the largest financial services providers in the world, and are also engaged in retail banking, credit cards, corporate banking, and wealth and investment management For further information about Barclays, please visit our website www.barclays.com
The QA Asset Liability Management group is of central importance in managing the bank’s funding requirements and liquidity risk effectively. The scope of the group is broad, covering all asset and liability classes across both the investment bank and other clusters, including retail, wealth and corporate divisions. The primary role of the team is to develop and deploy industry leading behavioural models for measuring and managing funding and duration risk. The behavioural models apply primarily to banking book asset and liability products such as loans, mortgages, current accounts, term deposits etc and are used for forecasting future expected portfolio balances taking behavioural characteristics into account. These models are key components of the Comprehensive Capital Analysis and Review (CCAR), Barclays Funds Transfer Pricing system and support Barclays Group Treasury function in determining optimal funding strategies.
Main Function
This is a quantitative analyst role with responsibility for researching, implementing and maintaining behavioural models, to help support quantification and pricing of liquidity and funding risk associated with the bank’s asset / liability profile.......
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