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)
Job Summary
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).
The role holder will have a highly rational & logical thought process with a strong attention to detail.
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
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).
Skills & Requirements
Must-have
model risk management framework
quantitative role in risk management
model inventory and workflow
model risk appetite establishment
independent quality assurance
regulatory and audit responses
Nice-to-have
cross experience across different model types
strong facilitation and negotiation skills
ability to think strategically
rational and logical thought process
strong attention to detail
Key Requirements
Experience in a quantitative role
Exposure to a variety of modelling types
Good understanding of model risk management frameworks