Model Monitoring Role - BFS

Model Monitoring Role

Job Title : Model Monitoring

Location : Noida

- 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 :

- Knowledge of R, Python, SAS, SQL, Visual Basic and other statistical programming languages

- Knowledge of IFRS 9/credit risk models and their usage in the Banking environment

- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)