Barclays - Senior Analyst - Credit Risk Model Development

Individual contributor in performing complex analyses and development of credit risk scorecards for Retail portfolios.

What will you be doing?

- Develop 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.

What were looking for:

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 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

Skills that will help you in the role:

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