Job
Description
Join us as an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences. You will be responsible for developing 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. To be successful as an AVP Quantitative Analytics CCR Modeler, you should have experience with: - Knowledge of CCR IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modeling, PFE (Potential Future exposure), EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modeling (Interest Rates, Equities, Credit, Commodities, etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13, etc. - Hands-on coding experience (as a full-stack developer/agile developer, etc.). - Experience in Model Development and/or Model Validation (core development experience preferred). - Experience in Stress Testing/Scenarios Modeling, Statistical Modeling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation. This role is based out of Mumbai. **Purpose of the role:** To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. **Accountabilities:** - Design analytics and modeling solutions to complex business problems using domain expertise. - Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments, and tools. - Development of high-performing, comprehensively documented analytics and modeling solutions, demonstrating their efficacy to business users and independent validation teams. - Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalize them. - Provision of ongoing support for the continued effectiveness of analytics and modeling solutions to users. - Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy. - Ensure all development activities are undertaken within the defined control environment. **Assistant Vice President Expectations:** To advise and influence decision-making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/business divisions. Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviors are: L - Listen and be authentic, E - Energize and inspire, A - Align across the enterprise, D - Develop others. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship - our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset - to Empower, Challenge, and Drive - the operating manual for how we behave.,
