Barclays Services Corp. seeks Quantitative Analyst, AVP in New York, NY (multiple positions).

1.   Work closely with the technical disciplines of the Internal Governance and Control Team, Internal Validation Unit, Model Monitoring to ensure that the latest methodologies and constraints are incorporated in the acquisition, capital and impairment plans and to provide efficient documentation around the process to ensure smooth audit.

2.   Produce comprehensive documentation to ensure the models can be replicated and to indicate how the models adhere to internal, external and regulatory requirements.

3.   Knowledge of data analysis, mathematical theory and statistical techniques such as linear or nonlinear models, logistic regression, macroeconomic forecasting, time series modeling, decision trees, cluster analysis, random forest techniques, boosting techniques and neural networks

4.   Understand the underlying regulatory capital requirements and the primary drivers of the capital adequacy of the bank, risk management strategies and collection strategies.

5.   Have the necessary technical software knowledge including GIT Version Control, SAS, SQL, R, Python, Hue, Hive and a good working knowledge of the Hadoop Eco System to deploy the approach her/she designed for a given model.

6.   Utilize databases including SAS GRID, Hadoop and Unix Servers.

7.   Develop a comprehensive understanding of account level and transactional level data across different sources including demographic, performance and credit bureau data.

8.   Use raw variables and transform this information to be predictive as well as a good understanding of how to treat data limitations.

9.   Ability to coach/support peers on technical aspects of projects and offer subject matter expertise to colleagues and teams across different QA teams

10. May Telecommute

Rate of pay: $204K - $224,400 per year. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.

Apply online at our career page at https://home.barclays/careers/ (Job ID 0000018953).