Quant jobs / Barclays

Quantitative Analyst AVP – Treasury

A modelling role building treasury and liquidity models at Barclays within a global quant team. It covers banking book interest rate risk, liquidity and hedge accounting.

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 treasury and liquidity models, including interest rate risk in the banking book
Code and test models in near-production environments
Document models for independent validation and regulators
Maintain models as part of the bank's control environment

What they ask for

Required

Risk, finance or quant modelling experience in treasury, IRRBB or liquidity
Hands-on coding in Python, R or C++
Pricing of loans and derivatives
Basel and EBA interest rate risk frameworks
Version control with Git

Preferred

Derivative pricing and market risk model development
Deploying quant solutions in near-production settings
Advanced degree in mathematics, financial engineering or computer science

Education: Advanced technical degree preferred, such as mathematics, financial engineering or computer science
Experience: Prior risk, finance or quant modelling experience in treasury areas; years not stated
Languages and tools: Python
R
C++
Markets: fixed-income

How to prepare

Build a simple IRRBB model: repricing gaps and economic value sensitivity to rate shocks
Learn how non-maturity deposit behaviour models work
Study the Basel IRRBB standard at a high level
Implement a model in tested, version-controlled Python

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.