Quantitative Analyst Vice President

About the role

Barclays is looking for a Quantitative Analyst Vice President (VP) to join its team in Prague. You will design, develop, implement and support mathematical, statistical and machine learning models and analytics used in business decision-making, focusing on Treasury, Asset & Liability Management (ALM), Liquidity Risk, Customer Behaviour and Market Risk. The role works closely with Risk, Treasury, Business and Technology stakeholders to deliver analytical insights, improve modelling capabilities and support strategic decisions.

Key responsibilities

• Design analytics and modelling solutions to complex business problems and collaborate with technology on data, development environments and tools.
• Develop well-documented, high-performing models and demonstrate their efficacy to business users and independent validation teams.
• Implement models in accurate, stable, well-tested software and operationalise them, providing ongoing support.
• Ensure conformance with Barclays Enterprise Risk Management Policies, especially the Model Risk Policy, and work within the defined control environment.
• As a VP, set strategy, plan resources and budgets, manage policies and processes, advise senior management and stakeholders, and manage risk and controls.

Required profile

• Experience developing quantitative models in Treasury, ALM, Liquidity Risk, Customer Behaviour or Market Risk to generate commercial insights.
• Outstanding stakeholder management and communication skills, with experience across global teams and with senior stakeholders in Risk, Business and Technology.
• Ability to turn business requirements into delivery plans, manage dependencies and drive outcomes in complex environments.
• Leadership expectations: either leading a team (defining jobs, coaching staff, managing budgets and schedules) or acting as a subject-matter expert guiding technical direction and mentoring specialists.

Required skills

• Extensive Python development, including data processing (e.g. pandas, polars) and complexity handling (multi-processing, caching).
• Software architecture and database experience, and knowledge of shared codebase best practices.
• Valued: knowledge of liquidity and interest rate risk frameworks (LCR, NSFR, NII Sensitivity, EVE, VaR, tail risk); model documentation and support for Model Validation, Internal Audit and regulatory reviews; experience with large financial datasets and banking portfolios.

What we offer

• Salary range of 1,900,000 to 2,500,000 CZK per year (full-time equivalent base salary only).
• Eligibility for an incentive award and country-specific benefits.