Qawcr Modeller

Barclays

Glasgow, United Kingdom
Not specified
Post-graduate degree in quantitative discipline
Experience developing statistical models in credit risk
Knowledge of pd, lgd, and ead modeling techniques
Barclays is seeking a Qawcr Modeller in Glasgow to design, develop, and support mathematical and statistical models for business decision-making, particularly in credit risk. The role requires collaboration with technology teams and involves ensuring compliance with risk management policies, while also contributing to strategic decisions and mentoring junior staff

Job Summary

  • The role involves designing and implementing complex credit risk models for capital, impairment, and stress testing within the Corporate and Investment Bank.
  • Candidates must demonstrate a post-graduate degree in a quantitative field and have specific experience applying statistical models to credit risk domains.
  • The position requires collaboration with technology teams to operationalize models while ensuring strict conformance to Barclays Enterprise Risk Management Policies.

Matching Summary

Match Score: 85

Barclays is seeking a Qawcr Modeller in Glasgow to design, develop, and support mathematical and statistical models for business decision-making, particularly in credit risk. The role requires collaboration with technology teams and involves ensuring compliance with risk management policies, while also contributing to strategic decisions and mentoring junior staff.

Skills & Requirements

Must-have

  • Post-graduate degree in quantitative discipline
  • Experience developing statistical models in credit risk
  • Knowledge of PD, LGD, and EAD modeling techniques
  • Proficiency in R or Python programming
  • SQL experience for data extraction

Nice-to-have

  • Experience with Latex document preparation
  • Knowledge of static typed languages like C++ or Java
  • Familiarity with continuous integration frameworks
  • Strong written communication skills for technical audiences
  • Ability to motivate junior staff and manage projects

Key Requirements

  • Post-graduate degree in Statistics, Mathematics, Econometrics, Physics, or Engineering
  • Proven track record in credit risk domain modeling
  • Expertise in regression analysis, decision trees, and cross-validation

Work Rights

Not specified

Tailored Resume

Cover Letter