- Immediate need for ongoing work for IFRS9, IRB, and decision/strategy/risk reward model validation - Other objectives include support in ring fence bank waiver application, IRB model roll out plan, internal and external auditor field work What will you be doing? - Perform technical analyses, benchmarking, build challenger models (if needed) to support the IVU review and challenge process for all new and existing risk models. - Produce high quality IVU reports and presentations for key stakeholders - Support the line manager in the IVU team in the approval of model What we- re looking for: Relevant credit risk working experience - Advanced understanding of the quantitative techniques used in developing and validating PD, LGD, EAD, and other predictive models and strategies - Proven expertise/in depth knowledge of one or more of the following areas of model risk management: Scorecard models, regression analysis, reject inference, decision trees, cluster analysis and Machine Learning/neural networks, covering Basel, Application/Behavioural Risk, Value/Risk Reward, Pricing/ Response/Prepayment, Collections etc. Skills that will help you in the role: - Able to produce high quality written and spoken communication including reviews of models, risk policies, and presentations for technical and non-technical audiences. - Highly organised in terms of documentation and follow through, able to deliver against tight deadline - Ability to work in a high performing team, and the ability to work and liaise with others in a multi-functional team - Familiarity with FRB/PRA regulations and IFRS9 accounting standards Experience Essential - Should have relevant experience in analytical industry. Hands-on experience in the use of statistical packages, such as SAS, R, Python. Expert user of Microsoft Excel and other Microsoft Office tools. - Preferred - Experience in a modeller/validator role in the financial services industry.

Noida

Barclays - Assistant Vice President - Model Validation 

Barclays - Assistant Vice President - Model Validation  ,Job Description for Barclays - Assistant Vice President - Model Validation  in Barclays in  Noida for (5-9) years of experience. Apply Now!

Job Description for Barclays - Assistant Vice President - Model Validation  in Barclays in  Noida for (5-9) years of experience. Apply Now!