Portfolio Hedging & Optimisation Modelling (m|f|x) London

Become part of Portfolio Hedging & Optimisation (PH&O) team within Wholesale Lending at Barclays Corporate and Investment Bank. The team is responsible for global credit hedging and financial resource optimization of the lending portfolio. They manage the Colonnade SRT programme, and also oversee lending returns optimization, portfolio modelling, and strategic capital initiatives.

The Vice President in this role will assist with quantitative portfolio modelling, data analytics, and operational enhancement, focusing on the SRT (Significant Risk Transfer) programme and on our lending returns framework. Key responsibilities include optimizing transaction modelling algorithms, developing quantitative tools for risk management, performing portfolio analysis, and supporting regulatory reporting and data quality improvements. The ideal candidate will have a strong analytical background, experience with large datasets, and knowledge of bank capital regulations, along with skills in Excel, SQL, Python, or R. Experience in SRT products and market structure, as well as a degree in a quantitative field, is highly desirable. This role is based in London. You may be assessed on the key critical skills relevant for this role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.

Tasks

SRT analytics and optimisation:

•  Prepare and recommend internal business side analytics required to plan and optimise future structures so as to best achieve targets as communicated by senior management
•  Develop and optimise algorithms supporting transaction modelling
• Develop quantitative tools to enhance the risk management and operational efficiency of the programme
• Understand and explain underlying risk metric movements of SRT portfolio
• Collaborate with internal partners on the development of proprietary applications
• Perform portfolio analysis to evaluate the performance of the SRT programme
• Support technology partners in the development of monitoring and analytical tools
• Provide ongoing analytical support to external investors
•  Support efforts to improve data quality and controls across wholesale lending
• Support data-driven improvements in monitoring and oversight of key transaction management processes
• Understand and optimise our regulatory reporting
• Work alongside wider PH&O Team to identify opportunities for expanding the scope of the programme and lowering transaction cost for the business

Capital management and lending returns optimisation:

• Develop and enhance the firm’s client relationship return and pricing analytics suite and capabilities
• Support development and review of portfolio modelling initiatives covering lending, funding and capital optimisation
• Provide senior management with critical insights into regulatory and modelling change and impacts on lending profitability

Vice President Expectations:

• Develop and enhance the firm’s client relationship return and pricing analytics suite and capabilities
• Support development and review of portfolio modelling initiatives covering lending, funding and capital optimisation
• Provide senior management with critical insights into regulatory and modelling change and impacts on lending profitability
• Build strong working partnerships with numerous stakeholders across the firm, including Treasury, Finance, Risk, QA and Front Office teams
• Demonstrate good understanding and analysis of credit portfolio and securitisation modelling with the ability to support and challenge other members of the diverse deal team

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Location

1 Churchill Place, UK-E14 5HP London