John Faben — Curriculum Vitae
I work in Quantitative Analytics for Barclays Bank, in Liquidity Risk modelling. My team builds models which predict what outflows the bank would see in a variety of stress scenarios. I have a lot of experience dealing with a wide variety of data sets within the bank, and with explaining technical concepts to non-technical people.
Key Skills
Quantitative Analytics - Modeling - Model Monitoring - Python - Pandas - Excel
Work Experience
2020–present: Barclays Bank, Liquidity Risk Modelling (Director from Jan 2025)
I have worked in and now run the team that develops the Internal Liquidity Stress Testing models for Barclays Bank. We build models which predict what outflows the bank would expect to see in various liquidity risk stress scenarios. These I have worked with data from across the bank, and have gained significant experience in modelling, model validation and governance.
2012–2020: Barclays Bank, Counterparty Credit Risk (VP from June 2015)
Working in and then running several reporting functions in Counterparty Credit Risk, including model monitoring and day-on-day exposure analysis. Used a lot of pandas and SQL to manipulate and present information to senior management within risk and the front office, as well as external regulators.
2007–2012: Queen Mary University of London, teaching
I taught on a variety of courses, from Intro to Algebra to Advanced Cryptography. I gained experience with some variety of statistical software and invaluable practice at communicating technical concepts.
Education
2007–2012: Queen Mary University of London, PhD Mathematics
I wrote my thesis on The Complexity of Modular Counting in Constraint Satisfaction Problems. I presented work at a variety of international conferences, and the work contained in my thesis was later published in Theory of Computing.
2006–2007: MSc Operational Research, University of Edinburgh (Distinction)
I was awarded the Wood MacKenzie Prize for the best performance on the Operational Research MSc.
2002–2006: BSc Mathematics with Study in Continental Europe (1st Class hons)
I was awarded the Watson Scholarship in my first year, and the Alison Powell Memorial Scholarship in Statistics in my second year.
Other Experience
I spent 2 months with CFAR (then SIAI) in the summer of 2012. I was introduced to a variety of ideas about human rationality and techniques for attempting to overcome the common cognitive biases.
Hobbies
I play competitive bridge, and represented Scotland in 2019. I also play water polo in the Scottish National League.