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Join us as a "Quant Analytics Wholesale Credit Risk Modeller" at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.
Job Responsibility:
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions
Development of high performing, comprehensively documented analytics and modelling solutions
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment
Requirements:
Hands on coding experience (as a full-stack developer / agile developer etc.)
Preferable language is Python, C/C++
Knowledge of Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD))
Experience in IFRS9/CECL/ CCAR can also be considered
Experience in stress Testing/Scenarios Modelling
Experience in Model Development and/or Model Validation (core development experience)
Experience in Statistical Modelling (preferably for Wholesale credit book)