Assistant Vice President - QA - Counterparty Credit Risk

As an Assistant Vice President - QA - Counterparty Credit Risk at Barclays Quantitative Analytics Team, you will play a crucial role in advancing the digital landscape, fostering innovation, and ensuring top-notch customer experiences. Your responsibilities will include developing cutting-edge credit risk models, collaborating with a global quant team and regulators worldwide, and utilizing state-of-the-art technology. **Key Responsibilities:** - Develop best in class credit risk models using industry leading frameworks & methodologies - Collaborate with global quant team and regulators across the world - Utilize cutting-edge technology to enhance digital offerings - Work on Exposure / Collateral Modelling, Derivatives Pricing, Greeks, and Risk Factor Modelling - Hands-on coding experience in Python, C/C++, etc. - Experience in Model Development and/or Model Validation - Familiarity with Stress Testing/Scenarios Modelling and Statistical Modelling - Ensure conformance to all Barclays Enterprise Risk Management Policies **Qualifications Required:** - Knowledge of CCR IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, PFE, EPE, EPPE, Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13, etc. - Hands-on coding experience as a full-stack developer or agile developer - Experience in end-to-end model development - Proficiency in Python or C++ - Understanding of Regulators and regulatory frameworks **About the Company:** Barclays is committed to fostering a culture of Respect, Integrity, Service, Excellence, and Stewardship. As part of the Barclays team, you will be expected to embody these values and the Barclays Mindset of Empower, Challenge, and Drive. The company places a strong emphasis on collaboration, innovation, and maintaining a high standard of operational effectiveness.,