Quantitative Risk Analyst

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Job description

As a Barclays Quantitative Risk Analyst you will be a part of the Hedge Fund Risk Strategy (HFRS) team. HFRS is responsible for ensuring underlying portfolio risks and aggregate trends are well-understood & in line with firm's risk appetite. This is an exciting opportunity as you have regional accountabilities to the Head of Funds Risk EMEA, helping drive data sourcing, workflow automation, & timely analysis to support the EMEA Funds Sanctioning team.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

What will you be doing?
• Helping to design and implement risk identification and tracking tools across different products and markets
• Helping to distil portfolio vulnerabilities, trends, and emerging risks from observed trading activities, market data sources, and research materials
• Applying and embedding HFRS capabilities within the hedge fund risk management framework
• Engaging with the Hedge Fund Risk Sanctioning Unit (RSU) colleagues to discuss and understand market activity and positioning in the portfolio
• Developing working relationships with wider teams across the organization e.g QA & Research to leverage & share institutional knowledge, best practices and functional tools
• Supporting ad-hoc analyses, drill-downs and management information as needed
• Helping to document and take new capabilities through the internal model validation process as appropriate
• coordinating with internal stakeholders and helping to advance wider initiatives as needed, this is part of the broader Funds Risk Management team
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What we're looking for:
• Bachelor's degree in a quantitative field of study such as Mathematics, Finance, Physics, Engineering or Computer Science; or equivalent
• Experience in a markets or related risk management roles such as prime, portfolio, market risk, credit risk, or model risk
• Advanced knowledge of Python is key, in addition to SQL and Excel
• Familiarity with pricing models, market metrics, and risk management approaches across a range of products and asset classes
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Skills that will help you in the role:
• Post-Graduate/Master's degree in a quantitative field of study such as Mathematics, Finance, Physics, Engineering or Computer Science; or equivalent
• Familiarity with Hedge Fund / Asset Manager industries and/or Counterparty Credit Risk Management processes and best practices
• Working knowledge of Prime and Financing businesses and related products
• Prior experience with and/or advanced understanding of portfolio risk modeling approaches, particularly with respect to PFE and VaR models

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.