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.

Purpose of the role

The PH&O Vice President will assist the team in quantitative portfolio modelling, data analytics and operational enhancement, in particular as they relate to Barclays SRT programme, and other initiatives designed to support capital management and lending returns optimisation.

Accountabilities

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 modellingDevelop quantitative tools to enhance the risk management and operational efficiency of the programmeUnderstand and explain underlying risk metric movements of SRT portfolioCollaborate with internal partners on the development of proprietary applicationsPerform portfolio analysis to evaluate the performance of the SRT programmeSupport technology partners in the development of monitoring and analytical toolsProvide ongoing analytical support to external investors Support efforts to improve data quality and controls across wholesale lendingSupport data-driven improvements in monitoring and oversight of key transaction management processesUnderstand and optimise our regulatory reportingWork 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 capabilitiesSupport development and review of portfolio modelling initiatives covering lending, funding and capital optimisationProvide 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 capabilitiesSupport development and review of portfolio modelling initiatives covering lending, funding and capital optimisationProvide senior management with critical insights into regulatory and modelling change and impacts on lending profitabilityBuild strong working partnerships with numerous stakeholders across the firm, including Treasury, Finance, Risk, QA and Front Office teamsDemonstrate good understanding and analysis of credit portfolio and securitisation modelling with the ability to support and challenge other members of the diverse deal team

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.