Airb Modeller

Job Title : AIRB modeller
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

Take ownership for managing risk and strengthening controls in relation to the work you do

Working Flexibly

Hybrid Working

Structured hybrid role:
Introduction:

- Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9
- Enhance model management through automation and development of new approaches

What will you be doing?
- Develop new credit risk models, contributing to the development through approval
- Validate performance of new models
- Document new models to required standards
- Manage parts of complex projects, liaising with stakeholders to ensure project progress
- Motivate team members and junior staff to deliver high quality output within tight deadlines

What we’re looking for:

- Has developed, validated, reviewed or applied statistical models within credit risk domain
- Understands the quantitative techniques used in developing and validating PD, LGD, and/or EAD models
- Demonstrates ability to work in an environment where modelling decisions are regularly challenged

Skills that will help you in the role:

- Excellent knowledge of statistics, e.g. regression analysis, inference, decision trees, confusion matrix, cross-validation
- Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences
- Numerical programming ability using R and/or Python
- Working experience with SQL
- Experience in data visualization, cleaning, and feature extraction
- Experience with the Latex document preparation system
- Knowledge of at least one static typed language; C++, Java, C# or other programming languages
- Familiar with continuous integration development framework (e.g. Teamcity), and source control (P4, Git, SVN)
- Familiar with unit-testing

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 and learn from failure.
Challenge
Question whether things can be done better. Use insights based on data to inform decisions. Be curious about how we can adapt and improve. Speak up and be open to alternative viewpoints.
Drive
Focus on outcomes. Deliver with pace. Be passionate and ambitious about what we do. Take personal responsibility. Actively build collaborative relationships to get things done.