Non-traded Models Ivu-vp

Bankstcharles

Noida, India
Model risk management
Independent validation unit
Credit risk regulatory models
To validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews

Job Summary

  • To validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.
  • As a second line defence function, IVU approves or rejects models following a technical review thereby ensuring transparency and effective management of risk associated with any model in which Barclays relies upon for financial or non-financial decisions.
  • Embark on a transformative journey as a Non-Traded Models IVU-VP at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence.

Matching Summary

To validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.

Skills & Requirements

Must-have

  • Model risk management
  • Independent validation unit
  • Credit risk regulatory models
  • Quantitative techniques
  • SAS, Python, R
  • Microsoft Excel

Nice-to-have

  • Stakeholder management skills
  • Transformative journey
  • Digital landscape evolution
  • Cutting-edge technology
  • Sophisticated analytical thought

Key Requirements

  • Masters in Statistics, Mathematics, Economics, Operational Research, Engineering, MBA
  • Relevant experience in a modeller/validator role
  • Experience with SR 11-7, PRA, FRB, SS-1/23

Work Rights

Not specified

Tailored Resume

Cover Letter