Ba4 -model Monitoring

Job Title BA4 -Model Monitoring
Location: Noida

About Barclays
Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.

Risk and Control Objective
Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

Working Flexibly
We’re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers’ and clients’ needs. Whether you have family commitments or you’re a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life.
If you would like some flexibility, then please discuss this with the hiring manager.

Introduction:

- 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?
- Quickly understand construct of various credit risk models and produce timely and accurate model monitoring packs
- Interpret various metrics and trends present in the model monitoring packs and analyse the impact they have on related portfolios
- Present monitoring analysis to the portfolio teams and various decision making committees and assist in the decision making process
- Standardize & automate the monitoring packs using appropriate software and statistical programming languages e.g. Excel, Access, SQL, Visual Basic, SAS etc.
- Drive and provide support in the monitoring governance activities like writing minutes of meetings, follow up to close action items etc.

What we’re looking for:

- 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, Python
- Strong understanding of model monitoring and should have strong analytical, technical and/or statistical skills
- Knowledge of credit risk models and their usage in the Banking environment
- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)
- Excellent written and verbal communication skills. Ability to articulate complex modelling metrics at various level
- Self-starter who can take initiative to automate the monitoring activity to the maximum level

Skills that will help you in the role:

- Knowledge of models and portfolio dynamics, impairment calculation
- Experience in IFRS9 models will be an added advantage

Education
- Masters in Statistics, Mathematics, Economics, Operational research field, CA, Engineer, MBA

Experience
- Strong analytical background, data driven, results orientated

Where will you be working?
Noida

Be More at Barclays
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.

Purpose, Values and Mindset

We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.
Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.

Respect
We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.

Integrity
We operate with honesty, transparency and fairness in all we do.

Service
We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.

Excellence
We champion innovation, and use our energy, expertise and resources to make a positive difference.

Stewardship
We prize sustainability, and are passionate about leaving things better than we found them.
Our Mindset shapes how we take action, living by our Values, driven by our Purpose, always with our customers and clients at the heart of what we do; our Mindset is to Empower, Challenge and Drive.

Empower
Trust and support each other to deliver. Make decisions with those closest to the topic. Include diverse perspectives. Celebrate success