Avp, Quantitative Modeler

Barclays

Wilmington, DE, US
Not specified; eligible for incentives pursuant to...
Hybrid
Python programming for model development
Sas statistical analysis expertise
Probability of default (pd) modeling
The role involves designing and implementing mathematical and machine learning models to support business decision-making and regulatory compliance

Job Summary

  • The role involves designing and implementing mathematical and machine learning models to support business decision-making and regulatory compliance.
  • Candidates will utilize Python and SAS to build Probability of Default, Exposure at Default, and Loss Given Default models within unsecured consumer portfolios.
  • This hybrid position offers the opportunity to lead complex analytical projects while mentoring team members and influencing strategic business decisions.

Matching Summary

The role involves designing and implementing mathematical and machine learning models to support business decision-making and regulatory compliance.

Salary

Not specified; Eligible for incentives pursuant to Barclays Employee Referral Program

Skills & Requirements

Must-have

  • Python programming for model development
  • SAS statistical analysis expertise
  • Probability of Default (PD) modeling
  • Exposure at Default (EAD) modeling
  • Loss Given Default (LGD) modeling
  • IFRS 9 compliance and implementation
  • Data mining and quality analysis

Nice-to-have

  • Experience with GAP portfolio analytics
  • Dashboard creation for senior management
  • Collaboration with cross-functional teams
  • Risk mitigation and control strategies
  • Leadership and team coaching skills

Key Requirements

  • AVP level experience in quantitative modeling
  • Strong background in financial risk modeling
  • Knowledge of IFRS 9 standards and ECL calculations

Work Rights

Not specified

Tailored Resume

Cover Letter