Quantitative Analytics

Barclays

Mumbai, India
Python or c++ coding experience
Probability of default (pd) modeling
Loss given default (lgd) modeling
This role involves designing and implementing advanced mathematical and machine learning models to support critical business decision-making in risk management

Job Summary

  • This role involves designing and implementing advanced mathematical and machine learning models to support critical business decision-making in risk management.
  • Candidates must possess hands-on coding experience with Python, C++, or R and deep knowledge of credit risk metrics such as PD, LGD, and EAD.
  • The position requires leading complex analytical projects while ensuring strict conformance to Barclays Enterprise Risk Management Policies and regulatory standards.

Matching Summary

This role involves designing and implementing advanced mathematical and machine learning models to support critical business decision-making in risk management.

Skills & Requirements

Must-have

  • Python or C++ coding experience
  • Probability of Default (PD) modeling
  • Loss Given Default (LGD) modeling
  • Exposure at Default (EAD) modeling
  • Model Development and Validation
  • Stress Testing and Scenario Modeling

Nice-to-have

  • IFRS9/CECL/CCAR experience
  • IMM Models and SA-CCR knowledge
  • CVA and Monte Carlo Simulation
  • FRTB IMA and SA frameworks
  • Collaborative team leadership
  • Regulatory framework expertise

Key Requirements

  • Assistant Vice President level experience
  • Wholesale Credit Risk book experience
  • Counterparty Credit Risk (CCR) background
  • Market Risk modeling expertise
  • Basel Framework knowledge
  • SR 11-7 compliance understanding

Work Rights

Not specified

Tailored Resume

Cover Letter