Job Information
Barclays Services Corp. Quantitative Analyst, VP (multiple positions) in New York, New York
Barclays Services Corp seeks Quantitative Analyst, VP in New York, NY (multiple positions). Number of positions: 5JOB DUTIES: 1. Develop models and methodologies for forecasting business revenues.2. Conduct econometric and statistical analysis of financial and economic time series and design quantitative models to forecast revenue for various business under different macroeconomic scenarios for capital planning. 3. Work with Finance and IT teams to source modelling data and check consistency. 4. Collaborate with Front Office representatives for model and variable selection and outcome analysis. 5. Review model outcome and impact, perform benchmark and robustness analysis, and document model development approaches and processes. 6. Develop tests, estimation and calibration procedures for revenue forecasting models. 7. Write code for model implementation in proprietary production systems. Implement the models and the estimation and calibration procedures in Barclays’ statistical model development framework. 8. Work with internal and external teams on validating models and building challenger models.9. Provide rationale and justification for model choices to internal and external validation teams. 10. Utilize Financial Econometrics and R programming to develop internal model development tool (MDT) to assess the impact of quarterly changes/Impact Analysis. 11. May Telecommute. REQUIREMENTS:Employer will accept a Master's degree or foreign equivalent in Data Science, Statistics, Operations Research, Economics, Computer Science, Engineering, or related field and three (3) years of experience in the job offered or in a related occupation.Rate of pay: $200,000 to $235,000 per year. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.CONTACT: Interested applicants should email their resumes to applications1@barclays.com and reference req #:00285938 in the subject line.
Minimum Salary: 200000 Maximum Salary: 235000 Salary Unit: Yearly