Job Description

Purpose of the role

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

Accountabilities

• Design analytics and modelling solutions to complex business problems using domain expertise.
• Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
• Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
• Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users.
• Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
• Ensure all development activities are undertaken within the defined control environment.

Assistant Vice President Expectations

• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
• OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

Join us as a Quantitative Analyst Assistant Vice President (AVP) at Barclays, where you will contribute to the development, implementation, and enhancement of quantitative models supporting Treasury, Asset & Liability Management (ALM), Liquidity Risk, Customer Behaviour, and Market Risk activities.

Working alongside experienced quantitative analysts, risk professionals, and technology teams, you will help deliver analytical solutions that support business decision-making, regulatory requirements, and strategic risk management projects. This is a great to further develop your quantitative expertise while working on complex challenges within a global financial institution.

Your focus will be on model development, data analysis, and delivering high-quality analytical outputs while contributing to continuous improvements in modelling frameworks and development practices.

To be successful as a Quantitative Analyst Assistant Vice President (AVP), you should have:

• Quantitative statistical analyses skills, with experience in at least one of the following areas: Treasury, Asset & Liability Management (ALM), Liquidity Risk, Customer Behaviour, or Market Risk.
• Excellent communication and organisational skills, with the ability to collaborate effectively with both Risk and Technology stakeholders in a dynamic environment.
• A structured and delivery-focused mindset, capable of balancing strategic thinking with attention to detail and delivering results in environments where information may be incomplete or evolving.
• Excellent Python development experience, including data processing using libraries such as pandas, polars, or similar tools, together with experience working in shared codebases using source control, automated testing, and continuous integration practices.

Some other highly valued skills may include:

• Exposure to banking portfolios including retail and wholesale lending, deposits, Treasury activities, or financial markets.
• Knowledge of interest rate risk or liquidity risk metrics, such as NII Sensitivity, Economic Value of Equity (EVE), VaR, LCR, NSFR, pricing models, and tail risk concepts.
• Experience working with large and complex datasets, databases, and data sourcing processes, alongside an understanding of software architecture principles and data quality considerations.
• Experience creating model documentation and familiarity with Model Validation, Internal Audit, or regulatory governance processes for quantitative models.

You may be assessed on key critical skills relevant for success in role, such as risk and controls, change and transformation, strategic thinking, stakeholder management, and quantitative analytics, as well as job-specific technical skills.

This role is based in our office in Prague.

Entry Salary: 1,000,000.00 CZK

Upper Salary: 1,690,000.00 CZK

The entry and upper salary information above includes only annual full-time equivalent base salary and represents the typical range of pay for the role. The actual pay rate will reflect the responsibility level of the role and experience level of the individual. The entry and upper salary information does not include any other type of compensation or benefits that may be available.

Barclays employees are also eligible for a suite of competitive country-specific benefits.

This position is eligible for an incentive award.