AVP, Quantitative Modeler

Barclays Services Corp. seeks AVP, Quantitative Modeler in Wilmington, DE (multiple positions available): Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting regulatory and impairment model. Utilize Python/SAS and robust modeling conceptual frameworks to perform quantitative model development, including the Probability of Default, Exposure at Default, and Loss Given Default models within unsecured consumer portfolios. Build Impairment Models and support all relevant analytics for the GAP Portfolio. Develop components of the IFRS 9 models (PD, EAD, LGD and ECL) using Python. Infer performance where data is not available using statistical tools. Create simple and easy to understand dashboards for senior management consumption. Support and ensure all documentation work related to GAP acquisition from Model Development perspective. Perform extensive data mining to produce simple and automated reports to identify data issues and help prepare data for model development work. Adapt the existing models based on the data availability for short term to produce Impairment impact for the GAP portfolio. Provide ad hoc analytical support for other uses of IFRS 9 throughout the BAU risk management process and ad hoc analytical support for strategic business decisions, such as portfolio acquisitions and sales. Build targeted solutions that will integrate effectively into existing systems and processes while delivering strong and consistent performance. Participate in the overall project design and delivery working with other QAs and the end client. May telecommute pursuant to company policies. [Hybrid role]