CMO Quantitative Analyst
Company: Barclays
Location: New York
Posted on: February 25, 2021
|
|
Job Description:
Area of Expertise: Risk and Quantitative Analytics Contract:
Permanent Quantitative Analyst
New York
As a Barclays Quantitative Analyst, you will join the Quantitative
Analytics Market Risk team who develop and support all of our risk,
capital and risk-weighted asset models under the Market Risk
umbrella of Barclays' investment bank. The teams focus is on
supporting the Securitized Products business and undertaking the
extension of our risk models for Collateralized Mortgage
Obligations (CMOs) and coordinating validation, implementation, and
usage of those models in production with other stakeholders in Risk
Management, Model Validation, and IT.-- Barclays is one of the
world's largest and most respected financial institutions, with 329
years of success, quality and innovation behind us. We've helped
millions of individuals and businesses thrive, creating financial
and digital solutions that the world now takes for granted. An
important and growing presence in the USA, we offer careers
providing endless opportunity. What will you be doing? ---
Participating in the development and maintenance of regulatory and
internal risk models including VaR, IRC, CRM and FRTB with
particular focus on Securitized Products
--- Creating theoretical modeling, empirical-testing, historical
back-testing, statistical analysis of relevant market data
--- Working with numerical implementations of analytical modules,
model and methodology documentation
--- Providing support for present risk applications and models
--- Providing analytical support to our Risk Managers What we're
looking for: --- Master's degree or higher in a quantitative
field--
--- Three+ years of modeling and development experience in Risk
methodology
--- Three+ years of financial services experience in Securitized
Products, in particular Agency CMOs and pass-throughs
--- Three+ years of hands-on programming experience in Python and
C++ Skills that will help you in the role: --- Experience in
developing, documenting, or validating market risk or quantitative
pricing models, following SR11-7 standard
--- Detailed knowledge of several financial products such as
Interest rate products including exotics, Corporate Bonds and
Credit Derivatives, Equities, FX, Commodities--
--- Analytic skills: financial mathematics, time series,
statistical analysis, numerical analysis, etc.--
--- Hands-on knowledge of VaR-type models, Statistics, Back office
systems Where will you be working? You will be working at our
Americas Headquarters at 745 Seventh Avenue. This 37-story office
tower is located in Times Square in the heart of Manhattan and
features a cafeteria, fitness center and state-of-the-art LED
signage on the facade of the building. Take a look at the map to
see what's nearby. Train Stations & Bus Stops, Gyms, Restaurants
and more.
Keywords: Barclays, New York , CMO Quantitative Analyst, Professions , New York, New York
Click
here to apply!
|
Didn't find what you're looking for? Search again!
Other Professions JobsHave a CDL and looking for something better? Description: Hiring CDL drivers in your area. Apply once and choose a trucking job that works for you. Get home when you want to, and get paid what you deserve br Available Trucking Jobs: br Company: Live Trucking Location: Westport Posted on: 02/27/2021 HIRING: Truck Drivers Description: Hiring CDL drivers in your area. Apply once and choose a trucking job that works for you. Get home when you want to, and get paid what you deserve br Available Trucking Jobs: br Company: Live Trucking Location: Westport Posted on: 02/27/2021 CDL Drivers: Find The Best Trucking Job Description: Hiring CDL drivers in your area. Apply once and choose a trucking job that works for you. Get home when you want to, and get paid what you deserve br Available Trucking Jobs: br Company: Live Trucking Location: Levittown Posted on: 02/27/2021 Delivery Driver - No Experience Needed Description: Your time. Your Goals. What is DoorDash Available in over 4,000 cities in the U.S., Canada, and Australia, DoorDash is about connecting people with possibilities: bigger savings accounts, wider nets, (more...) Company: Doordash Location: Westport Posted on: 02/27/2021 CDL-A Company Driver Description: Hiring CDL drivers in your area. Apply once and choose a trucking job that works for you. Get home when you want to, and get paid what you deserve br Available Trucking Jobs: br Company: Live Trucking Location: Levittown Posted on: 02/27/2021 Delivery Driver - No Experience Needed - Start Delivering Today Description: Your time. Your Goals. What is DoorDash Available in over 4,000 cities in the U.S., Canada, and Australia, DoorDash is about connecting people with possibilities: bigger savings accounts, wider nets, (more...) Company: Doordash Location: Westport Posted on: 02/27/2021 CDL-A Company Driver - Dedicated Dry Van - 6 Months EXP Required Description: CDLA Dedicated Truck Driver- Home WEEKLY . LIMITED TIME U.S. Xpress has a great dedicated CDL A Truck Driver position where you can get home weekly NO TOUCH FREIGHT USX offers great benefits -- including (more...) Company: CDL Life Location: Levittown Posted on: 02/27/2021 CDL-A Flatbed Truck Drivers Description: Hiring CDL drivers in your area. Apply once and choose a trucking job that works for you. Get home when you want to, and get paid what you deserve br Available Trucking Jobs: br Company: Live Trucking Location: Westport Posted on: 02/27/2021 High Demand For Quality Electricians - Get New Clients In Your Area Description: Over 25 million homeowners have trusted HomeAdvisor 1800Contractor to help them find quality professionals with the expertise to turn their home improvement Company: HomeAdvisor Location: Westport Posted on: 02/27/2021 Truck Drivers Description: Hiring CDL drivers in your area. Apply once and choose a trucking job that works for you. Get home when you want to, and get paid what you deserve br Available Trucking Jobs: br Company: Live Trucking Location: Westport Posted on: 02/27/2021 |