Data Analyst and Modeller

Embark on a transformative journey as a Quantitative Analytics Specialist, where you will be responsible for developing cutting-edge credit risk models using advanced methodologies and frameworks.

• You will drive business value by creating innovative analytical solutions to enhance the credit risk management process using comprehensive data and state-of-the-art technology.
• To succeed in this role, you should have experience with:
• Coding expertise (full-stack developer/agile developer etc.)
• Preferred programming languages are Python/C/C++
• Familiarity with Credit Risk fundamentals (Pillar 1 Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD), IFRS9/CECL)
• CCAR
• You must have knowledge of Stress Testing/Scenario Modelling), Model Development and/or Model Validation (core development experience), Statistical Modelling (preferably for Wholesale credit book)
• Highly Valued Skills Include
• Advanced Technical Degree (Master's/PhD/equivalents) Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics
• Certification GARP-FRM, PRM, CQF, AI/ML Courses, Coding and Computer Programming
• You may be assessed on critical skills relevant for success in this role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills
• This position is based in Mumbai Location

Purpose of the Role

• To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

Accountabilities

• Design analytics and modelling solutions to complex business problems using domain expertise
• Collaboration with technology to specify dependencies required for analytical solutions, such as data, development environments and tools
• Development of high-performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
• Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
• Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
• Ensure all development activities are undertaken within the defined control environment
• Vice President Expectations
• To contribute or set strategy, drive requirements and make recommendations for change
• Plan resources, budgets, and policies; manage and maintain policies/processes; deliver continuous improvements and escalate breaches of policies/procedures
• If managing a team, define jobs and responsibilities, planning for the departments future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes
• They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard
• The four LEAD behaviours are: L Listen and be authentic, E Energise and inspire, A Align across the enterprise, D Develop others
• OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction
• They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments
• They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions
• Advise key stakeholders, including functional leadership teams and senior management on functional and cross-functional areas of impact and alignment
• Manage and mitigate risks through assessment, in support of the control and governance agenda
• Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does
• Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business
• Collaborate with other areas of work, for business-aligned support areas to keep up to speed with business activity and the business strategies
• Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives
• In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions
• Adopt and include the outcomes of extensive research in problem-solving processes
• Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes
• All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship our moral compass, helping us do what we believe is right
• They will also be expected to demonstrate the Barclays Mindset to Empower, Challenge and Drive the operating manual for how we behave