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