Stress Test Model Developer
Length of contract: 6 months
We are looking for a Model Developer (AVP) on a contract basis who will be responsible for independently driving forward one or multiple projects, being supported by the respective VP as required. This role forms part of a wider initiative across the liquidity function to transform our capabilities. As such, this represents an exciting opportunity to be part of a significant business and technology change programme.
· Independently driving forward projects to improve Barclays’ liquidity risk framework, such us calibrating new stress models
· Several different interactions with Stakeholders (Front Office / Business Managers, Treasury, Independent Validation Unit, Treasury Risk Oversight team)
· Producing and maintaining up to date model documentation for liquidity stress models
· Reviewing and updating the ILAAP documentation on a yearly basis
· Configuring and updating liquidity stress models within the strategic stress platform (FISCUS-MEE)
· Excellent analytical skills in terms of determining the appropriate analysis to undertake and its execution
· Expected to work independently on data sourcing, leading discussions with data providers and the business
· Strong communication, interpersonal and stakeholder management skills
· Excellent PC skills (including Excel, Word, PowerPoint, etc)
Basic understanding of liquidity risk
Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. Where appropriate, and for UK based roles, we will consider requests that the role be based at alternative Barclays’ key UK location from that advertised.
Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives. If you have a need for flexibility then please discuss this with the Hiring Manager.
Our dynamic working programme has been set up to help Barclays colleagues achieve an optimal work/life balance. Arrangements we offer range from working at home and changing regular hours to taking career breaks. Our Dynamic Working initiatives support colleagues at all stages of their lives, helping them with parenthood, caring, further studies and hobbies.