AVP - Model Development - BFSI

Job Title: AVP - Model Development

Location: Noida

- Individual contributor in performing complex analyses and development of credit risk scorecards for Retail portfolios. Ability to work independently.

What will you be doing?

- Responsible for development of new models including calibrations of existing models and associated analytics.

- Ability to think through independently and drive solutions to business problems.

- Models to be developed can be of any type - Credit Decisioning, Regulatory Capital and Impairment.

- Ensure compliance in the development of models with respect to internal Barclays policies and regulatory guidelines (if applicable)

- Ensure model documentation as per internal and regulatory guidelines.

- Ensure smooth testing and implementation of the developed models.

- Work closely with Model Monitoring team to support smooth tracking of the models after being implemented.

- Working with cross-functional stakeholders, driving value by developing innovative modelling and analytical solutions, which will lead in credit risk management.

- Effective engagement and participation in governance committees to demonstrate the outcomes and benefits of modelling and analytical solutions using presentation skills, technical acumen, and knowledge of the wider business environment.

- Awareness of the wider environment; have a good sense of business drivers from a risk perspective.

What we are looking for:

- Strong extensive experience in Credit Risk Model development and implementation of models.

- Prior Strong Experience /Proficiency in Advanced modelling techniques - Machine Learning models (a must)

- Ability to work independently and prior experience working on huge amount of data.

- Prior exposure to Capital /Basel II models

- Prior Strong working experience knowledge of Python (a must)

- Strong knowledge of SAS software.

- Experience working on Dev-Ops Tools - Jira, Bitbucket

- Ability to maintain good relationships cross functionally, using strong interpersonal communication skills and an ability to influence and drive recommendations.

- Strong track record of delivery.

- Flexibility and ability to operate in a fast-paced, changing environment