Model Risk Measurement & Quantification- Avp

Barclays

Noida, India
Model risk management framework
Quantitative role
Model risk assessment
To design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework

Job Summary

  • To design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework.
  • You will be responsible for the framework design and end-to-end assessment of model uncertainty (at model level & in aggregate where multiple models are used within larger frameworks to produce key risk metrics).
  • Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

Matching Summary

To design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework.

Skills & Requirements

Must-have

  • Model Risk Management framework
  • quantitative role
  • model risk assessment
  • portfolio model risk management
  • regulatory requirements

Nice-to-have

  • strategic thinking
  • cross-functional collaboration
  • stakeholder influence
  • rational and logical thought process

Key Requirements

  • Experience in quantitative role
  • Exposure to various modelling types
  • Understanding of model limitations
  • Experience with model risk management frameworks

Work Rights

Not specified

Tailored Resume

Cover Letter