The QA Credit Products team is responsible for the quantitative models and analytics used in the credit businesses across Markets and Banking Capital and is involved in a wide range of products and activities, including corporate and emerging market bonds, single-name and index CDS, leveraged loans, hybrid capital securities, credit options, bond financing, CDS clearing, syndicate loan commitments, banking book loans, CLOs, and quantitative strategies and risk modeling such as model based risk management, portfolio optimization, and relative value analysis.
It is a global team located on the trading floors in London, New York and Singapore.
Key Accountabilities and Skills required:
This section should include:
o Key specific accountabilities. Improve existing models and develop new models for credit products. The models should be
o state of the art
o practical and well understood by users
o thoroughly tested and documented
Models are delivered to users in collaboration with quantitative developers and technologists
o Stakeholder management and leadership. Key stakeholders are
o credit trading business
o banking capital management
o market, credit and model risk management
The successful applicant should be able to clearly express complex technical issues and requirements, and work constructively with all stakeholders to progress.
o Decision making and problem solving. The role requires both evaluative judgement and analytical skills. In particular it will require:
o A methodical aptitude for problem solving
o Ability to learn quickly
o Ability to adapt to change and work in a fast changing environment
o Initiative to spot potential problems and finds innovative ways to solve them
o Ability to balance tactical and strategic solutions in line with the overall needs of the bank
Risk and Control Objective: All Barclays colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards
Your Skills and Qualifications will include
• PhD in Finance, Statistics or Economics with a specialization in Econometrics
• At least two years of experience developing and researching quantitative models for finance, including Knowledge and understanding of some quantitative models used for credit products such as bonds, loans, and credit derivatives. This could for example be models used for valuation, risk management, trading, regulatory capital, or relative value analysis
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