Quant Analytics Treasury - Vice President

Barclays Global Service Centre · Mumbai

Data & AI

Barclays Global Service Centre is hiring a Quant Analytics Treasury - Vice President in Mumbai, Maharashtra. Posted 18 September 2026. Apply directly on Barclays Global Service Centre's own careers site — no account needed.

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

Vice President Expectations

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 an Quant Analytics Treasury - Vice President at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You’ll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences.

You will be responsible for developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like Python OR R OR C++, as well as job-specific skillsets.

To be a successful Quant Analytics Treasury - Vice President you should have experience with:

Treasury Models  

1. You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management  for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation. Hands on experience in market risk modelling and/or development of pricing models is also considered relevant.

2.Hands on coding experience (as a full-stack developer / agile developer etc.

3.Preferable language is Python, C/C++ etc).

4.Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.

5.Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting.

You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills. 

Job location of this role is Mumbai.

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