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Join us as a Quantitative Analyst AVP- Credit Risk and help design, develop, and apply data driven solutions that strengthen decision making at Barclays. In this role, you will build and implement mathematical, statistical, and machine learning models to address complex business problems and deliver reliable, well tested analytics. You will work closely with technology and business partners to bring models into practical use, ensuring solutions are stable, effective, and clearly documented for users and validation teams. You will also support ongoing model performance while operating within enterprise risk management standards and the defined control environment, with a strong focus on model risk policy compliance.
Job Responsibility:
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:
Credit Risk Management skills including understanding of credit life cycle risk modelling