Qawcr Modeller

Brightonparkbank

Mumbai, India
Mathematical and statistical modelling
Machine learning models
Credit risk modelling
Design analytics and modelling solutions to complex business problems using domain expertise

Job Summary

  • Design analytics and modelling solutions to complex business problems using domain expertise.
  • Implement analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
  • You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies.

Matching Summary

Design analytics and modelling solutions to complex business problems using domain expertise.

Skills & Requirements

Must-have

  • mathematical and statistical modelling
  • machine learning models
  • credit risk modelling
  • end-to-end model development
  • Python or R or C++ coding

Nice-to-have

  • collaboration with technology teams
  • demonstrate conformance to policies
  • advise key stakeholders
  • manage and mitigate risks
  • Barclays Values and Mindset

Key Requirements

  • Experience with end-to-end model development
  • Experience with Python OR R OR C++
  • Knowledge of PD, LGD, EAD
  • Experience in IFRS9/CECL/CCAR
  • Stress Testing/Scenarios Modelling

Work Rights

Not specified

Tailored Resume

Cover Letter