AVP, Quantitative Modeler

What will you be doing?

• Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting regulatory and impairment model.

• Utilize Python/SAS and robust modeling conceptual frameworks to perform quantitative model development, including the Probability of Default, Exposure at Default, and Loss Given Default models within unsecured consumer portfolios.

• Build Impairment Models and support all relevant analytics for the GAP Portfolio.

• Develop components of the IFRS 9 models (PD, EAD, LGD and ECL) using Python.

• Infer performance where data is not available using statistical tools.

• Create simple and easy to understand dashboards for senior management consumption.

• Support and ensure all documentation work related to GAP acquisition from Model Development perspective.

• Perform extensive data mining to produce simple and automated reports to identify data issues and help prepare data for model development work.

• Adapt the existing models based on the data availability for short term to produce Impairment impact for the GAP portfolio.

• Provide ad hoc analytical support for other uses of IFRS 9 throughout the BAU risk management process and ad hoc analytical support for strategic business decisions, such as portfolio acquisitions and sales.

• Build targeted solutions that will integrate effectively into existing systems and processes while delivering strong and consistent performance.

• Participate in the overall project design and delivery working with other QAs and the end client.

• May telecommute pursuant to company policies. [Hybrid role]

This position is eligible for incentives pursuant to Barclays Employee Referral Program.

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

• Design analytics and modelling 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 modelling 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 ope rationalise them.
• Provision of ongoing support for the continued effectiveness of analytics and modelling 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.

• 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 behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
• OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues;…