Model Risk Measurement & Quantification- Avp

jobs.barclays

Noida, India
Model risk management framework
Quantitative role
Risk management
Design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework

Job Summary

  • Design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework.
  • Develop, maintain and manage a globally consistent model risk framework that complies with the firm’s major regulatory requirements, delivering model inventory and workflow, including associated data quality & reporting and oversight of Quantitative Processes.
  • Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.

Matching Summary

Design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework.

Skills & Requirements

Must-have

  • model risk management framework
  • quantitative role
  • risk management
  • model inventory and workflow
  • regulatory requirements compliance
  • independent quality assurance

Nice-to-have

  • strategic thinking
  • cross-functional collaboration
  • stakeholder influence
  • rational and logical thought process
  • attention to detail

Key Requirements

  • Experience in a quantitative role
  • Exposure to a variety of modelling types
  • Understanding of model risk management frameworks
  • Experience with PRA/FRB regulatory expectations

Work Rights

Not specified

Tailored Resume

Cover Letter