Avp Quantitative Analytics Ccr Modeler

jobs.barclays

Mumbai, India
Counterparty credit risk (ccr) modeling
Imm models and sa-ccr frameworks
Cva and basel framework knowledge
This role involves designing and implementing mathematical and machine learning models to support business decision-making in Counterparty Credit Risk

Job Summary

  • This role involves designing and implementing mathematical and machine learning models to support business decision-making in Counterparty Credit Risk.
  • The successful candidate will lead complex analytical projects while ensuring strict adherence to Barclays Enterprise Risk Management Policies and regulatory frameworks.
  • As an Assistant Vice President, you will collaborate with technology teams and stakeholders globally to operationalize high-performing analytics solutions.

Matching Summary

This role involves designing and implementing mathematical and machine learning models to support business decision-making in Counterparty Credit Risk.

Skills & Requirements

Must-have

  • Counterparty Credit Risk (CCR) modeling
  • IMM Models and SA-CCR frameworks
  • CVA and Basel Framework knowledge
  • Monte Carlo Simulation expertise
  • Python or C++ coding proficiency
  • Model Development and Validation experience
  • Regulatory compliance SR 11/7 SS12/13

Nice-to-have

  • Leadership and team coaching abilities
  • Stress Testing and Scenario Modeling
  • Collaboration with global regulators
  • Wholesale credit book statistical modeling
  • Full-stack development agile experience

Key Requirements

  • Assistant Vice President level experience
  • Hands-on coding in Python or C++
  • Deep knowledge of Basel Framework regulations
  • Experience with Model Risk Policy conformance

Work Rights

Not specified

Tailored Resume

Cover Letter