Job Details

SLP Model Developer Vice President Whippany, NJ

As a Barclays SLP Model Developer Vice President you’ll be a part of a wider initiative across the liquidity function to transform our capabilities. This is an exciting opportunity to be part of a significant business and technology change programme. You’ll be part of the Liquidity Risk Modelling and Infrastructure team responsible for the roll-out of the strategic platform in order to run Barclays’ liquidity stress tests, limits and reports.

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?

• Managing and developing a high-performing, disciplined team, managing the requirements of multiple stakeholders across different entities • Independently driving forward projects to improve Barclays’ liquidity risk framework, such us calibrate new stress models • Producing and maintaining up to date model documentation for liquidity stress models • Configuring and updating liquidity stress models within the strategic stress platform (FISCUS-MEE) • Involvement in Treasury change initiatives including working with IT in the automation of liquidity stress testing • Reviewing and updating the ILAAP documentation on a yearly basis • Producing bespoke stress scenarios requiring data mining and analysis

What we’re looking for:

• Degree in quantitative discipline • Programming experience (e.g. Pandas/R/SQL) • Experience of working in liquidity risk • Strong documentation skills

Skills that will help you in the role: • Masters in quantitative discipline (e.g. Mathematics/Computer Science) • Understanding of derivatives, secured and unsecured products • Experience of model development, model lifecycling and model monitoring • Experience of risk monitoring and control frameworks

Where will you be working?

At Barclays, we are proud to be redefining the future of finance and here at Whippany we are defining the future of the workplace and the future of the way we work and live. We are creating a unique community, one of four strategic tech-enabled hubs that will redefine opportunity for everyone who works here. Whatever you do at Whippany, you’ll have every chance to build a world-class career in this world-class environment.

LI – RM2021