Model Monitoring Credit Risk Role - Bank

- 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 are 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

Where will you be working?

- Noida

Be More at Barclays

- At Barclays, each day is about being more - as a professional, and as a person.

- Be More @ Barclays- represents our core promise to all current and future employees. 

 

- It's the characteristic that we want to be associated with as an employer, and at the heart of every employee experience.  

 

- We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.

Interested and want to know more about Barclays? 

Visit home.barclays/who-we-are/ for more details.