AVP - Model Development

Job Description

Job Title : AVP - Model Development Location : NoidaTo deliver development of credit risk models (regulatory / credit decision/stress testing modelsWhat will you be doing o Develop credit risk models across life cycle of various portfolio. This includes regulatory models (capital/impairment), credit decisioning and stress testing models o Delivering robust, predictive models and tools that are compliant with both internal and external regulations. o Identify and use cutting edge techniques to develop best in class models o Share and seek out best practice across the modelling peer group to develop self. o Deliver high levels of accuracy and internal consistency/validation within own project o Provide business with insights and recommendations in order to improve strategy and process. o Develop high-standard SAS /Python code and model documentation. o Ensure accurate implementation of models and support their use, interpretation and monitoringWhat we re looking for : o Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or engineering. o A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, etc). o Knowledge of Retail products o Proficiency in SAS / SQL, or other suitable statistical programming language like Python o MS Office Skills (Preferably Word, Excel & PowerPoint)Skills that will help you in the role o Strong understanding of banking products. o Expertise in modelling techniques and their value in business o Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning. o Ability to act as Team Expert in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members. o An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39. o Knowledge of Model Execution Framework (MEF)Where will you be working NoidaBe More at Barclays At Barclays, each day is about being more as a professional, and as a person. Be More @ Barclays represents our core promise to all current and future employees. It s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are. Interested and want to know more about Barclays Visit home.barclays/who-we-are/ for more details. Purpose and Values We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.Our Values Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.Respect We harness the power of diversity and inclusion in our business, trust those we work with, and value everyones contribution. Integrity We operate with honesty, transparency and fairness in all we do. Service We act with empathy and humility, putting the people and businesses we serve at the centre of what we do. Excellence We champion innovation, and use our energy, expertise and resources to make a positive difference. Stewardship We prize sustainability, and are passionate about leaving things better than we found them.Our Diversity We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals. Our Benefits Our customers are unique. The same goes for our colleagues. Thats why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility, then please discuss this with us.,

Keyskills :
basel iims officelife cyclecredit riskrisk modelsdata analysisoffice skillsstress testingequipment supplyoperations researchlogistic regressionstatistical programmingsassqliasriskifrswordcare