Quant jobs / Barclays

Quant Analytics Treasury – Vice President

A model development role building treasury and liquidity models for Barclays under a regulated model framework. It sits in the global quant analytics team.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop IRRBB, liquidity and balance-sheet models
Build cash flow forecasting and hedge accounting analytics
Implement models in Python or C++ with proper testing
Prepare documentation for validators and regulators
Support model use in ICAAP and liquidity reporting

What they ask for

Required

Treasury risk (IRRBB) knowledge
Liquidity modelling
Hedge accounting and balance-sheet modelling
Model development or implementation experience
Python, R or C++
ICAAP VaR for banking book

Preferred

Market risk modelling
Pricing model development

Education: Not stated
Experience: Senior experience in treasury or liquidity modelling
Languages and tools: Python
R
C++
Markets: fixed-income, fx

How to prepare

Build an IRRBB sensitivity model for a toy deposit and loan book
Study NII and EVE measures and behavioural assumptions
Learn how liquidity coverage and stress outflows are modelled
Implement a cash-flow forecasting model in Python
Read about hedge accounting basics under IFRS

What to study

The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Barclays’s site before applying: requirements, location and pay can change after we check them.

View the posting on Barclays’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Barclays and doesn’t handle applications.