AVP-QA-Market Risk

As an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team, you will play a crucial role in driving innovation and excellence by developing best-in-class credit risk models using industry-leading model development frameworks and methodologies. You will work in a global quant team with regulators across the world and cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Develop credit risk models focusing on FRTB, VaR, Expected Shortfall (ES), BASEL, Monte Carlo Simulation, Stress Testing, Exposure Modeling, CVA, Pricing Models, Desk Quants and Strategists, Black-Scholes, Economic Risk Capital, Incremental Risk Charge (IRC), Risk Factor Modeling, Back-testing, Numerical Analysis, SR 11/7, SS1/23. - Utilize hands-on coding experience, preferably in Python, C/C++, as a full-stack developer/agile developer. - Engage in Model Development and/or Model Validation, with core development experience preferred. **Qualifications Required:** - Advanced Technical Degree (Master's / PhD / similar or equivalents) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics. - Certification in GARP-FRM, PRM, CQF, AI/ML Courses, Coding and Computer Programming. In this role based out of Mumbai, your purpose will be to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. Your accountabilities will include designing analytics and modeling solutions, collaborating with technology, developing high-performing solutions, implementing analytics and models, providing ongoing support, and ensuring conformance to risk management policies. As an AVP, you are expected to advise and influence decision-making, lead a team, set objectives, coach employees, and contribute to policy development. You will also lead collaborative assignments, guide team members, consult on complex issues, mitigate risks, and collaborate with other areas of work to achieve organizational objectives. All colleagues at Barclays are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset to Empower, Challenge, and Drive.,