Mathematical, statistical, and machine learning models
Design, develop, implement, and support analytics
Credit risk models development
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Job Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Develop best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.
Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
Matching Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Skills & Requirements
Must-have
mathematical, statistical, and machine learning models
design, develop, implement, and support analytics
credit risk models development
Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD)
stress Testing/Scenarios Modelling
end-to-end model development
Nice-to-have
collaboration with technology
demonstrate leadership behaviours
build and maintain trusting relationships
Barclays Values and Mindset
Key Requirements
experience with Python OR R OR C++
experience in IFRS9/CECL/CCAR
Model Development and/or Model Validation experience