The role involves designing globally consistent model risk frameworks that comply with major regulatory requirements such as PRA and FRB
Job Summary
The role involves designing globally consistent model risk frameworks that comply with major regulatory requirements such as PRA and FRB.
Candidates will be responsible for the end-to-end assessment of model uncertainty at both individual model and aggregate portfolio levels.
Success in this position requires leading a team to deliver complex tasks while fostering an environment of excellence and adherence to Barclays values.
Matching Summary
The role involves designing globally consistent model risk frameworks that comply with major regulatory requirements such as PRA and FRB.
Salary
Not specified; Not specified; Not specified
Skills & Requirements
Must-have
Quantitative risk management experience
Model risk framework development
Regulatory compliance PRA FRB
Aggregate model risk assessment
Portfolio model inventory analysis
Nice-to-have
Cross-functional team collaboration
Strategic thinking and planning
Senior level stakeholder influence
Strong facilitation and negotiation skills
Experience with multiple model types
Key Requirements
Experience in quantitative risk or finance roles
Understanding of model limitations and uncertainty