AVP, Securitized Products Portfolio Management Analyst

Job description

Barclays Bank PLC seeks an AVP, Securitized Products Portfolio Management Analyst in its New York, NY location.

Duties: Optimize business performance with a focus on Return on Equity (ROE). Mine and analyze data from borrowers to drive optimization and improvement of new deal development, marketing techniques, and business strategies. Develop custom data models and algorithms to apply to data sets for data-based insights. Utilize predictive modeling techniques to increase and optimize client experiences, portfolio monitoring, revenue generation, asset type targeting, and other business outcomes. Coordinate with different functional teams to implement models and monitor outcomes. Automate portfolio asset monitoring and reporting to external investors and constituents. Review fee structure and interact with rating agencies to optimize issuance costs. Research, implement, and manage the existing and new banking regulations, laws, policies and procedures.

Requirements: Master's degree or foreign equivalent in Computational Finance, Mathematics, Engineering, or related quantitative field, and four (4) years of experience as a Quantitative Analyst or related occupation. Must have at least two (2) years of experience with each of the following required skills: Utilizing financial data science to mine and analyze data; Utilizing computer programming languages to develop custom data models and algorithms; Utilizing machine learning techniques to automate portfolio monitoring; Utilizing predictive modeling and statistical inference techniques to optimize portfolio performance; Researching and implementing financial regulations for quantitative risk management and compliance. Must have licensure in FINRA Series 63 and Series 7.

Barclays is an EEO/AA employer.