Assistant Manager - Credit Risk Monitoring - BFS

Job Description :

- Monitoring and Analysis of Decision, Impairment and Basel suite of models across banking portfolios including Mortgage, Cards, Loans, SME etc.

- Documentation of monitoring reports as per the standard guidelines and presentation of the same to various decision making committees

- Drive and provide support in the Model Management decision making, model improvements and governance activities

What will you be doing?

- Perform regular/annual review of credit risk models (capital, impairment, application, behaviour) used across Barclays business

- Ensure adherence to model review calendar and governance

- Present reports to monitoring review committee (comprises of senior managements from Development, Monitoring, Strategy, Capital/Impairment and Model Owners) for formal review and sign-off

- Perform additional deep dive and ad-hoc analysis if requirement arises

- Act as an interface with the stakeholders to identify and resolve action items

- Identify process improvement opportunities through innovative techniques of analysis/automation

What we're looking for:

- Masters in Statistics, Mathematics, Economics, operational research field, CA, Engineer, MBA

- Experience in model development/model monitoring/ model validation role in the financial services industry

- Should have hands on experience in at least one of the tools - SAS, R, Python

Skills that will help you in the role :

- Should have relevant experience in analytical industry

- Experience in IFRS9 models will be an added advantage