Overall purpose of role : - Individual contributor in performing complex analyses and development of credit risk scorecards for Retail portfolios. Key Accountabilities : - Develop/Validate/Monitor credit risk models across life cycle of various retail portfolios, with specific focus on capital /Basel models - Delivering robust, predictive models and tools that are compliant with both internal and external regulations. - Identify and use cutting edge techniques to develop best in class models - Share and seek out best practice across the modelling peer group to develop self. - Deliver high levels of accuracy and internal consistency/validation within own project. - Provide business with insights and recommendations in order to improve strategy and process. - Develop high-standard SAS code and model documentation. - Ensure accurate implementation of models and support their use, interpretation and monitoring. Stakeholder Management and Leadership : - Good communication skills with an ability to present in technical committees/forums. Decision-making and Problem Solving : 1. Driving increases in value by developing modelling and analytical solutions which will improve the credit risk management / mitigation process of BUK, further ensuring the implementation and appropriate use of models. Person Specification : Essential Skills/Qualification : 1. A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, Linear regression etc). 2. Thorough knowledge of Capital and Impairment Model concepts and development for retail products. 3. Basic knowledge of Basel and related regulations 4. Proficiency in Python, SAS and SQL, or other suitable statistical programming language. 5. Prior experience working on huge amount of data. 6. Passionate about data analytics and how this contributes to the business 7. Knowledge of validation would be added advantage Desirable skills/Qualification : 1. Expertise in modelling techniques and their value in business 2. Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning and capital allocation. 3. Experience working on Dev-Ops Tools - Jira, Bitbucket. 4. Exposure to Python. 5. Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or significant relevant experience

Delhi NCR

Noida

Barclays - Credit Risk Model Developer 

Barclays - Credit Risk Model Developer  ,Job Description for Barclays - Credit Risk Model Developer  in Confidential in  Delhi NCR Noida for (1-5) years of experience. Apply Now!

Job Description for Barclays - Credit Risk Model Developer  in Confidential in  Delhi NCR Noida for (1-5) years of experience. Apply Now!