Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Collaborate with technology to specify dependencies required for analytical solutions, such as data, development environments, and tools.
Develop high-performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
Implement analytics and models in accurate, stable, well-tested software and work with technology to operationalize them.
Provide 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.
Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver on work that impacts the whole business function.
Set objectives and coach employees in pursuit of those objectives, appraise performance relative to objectives, and determine reward outcomes.
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.
Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
Take ownership for managing risk and strengthening controls in relation to the work done.
Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organization sub-function.
Collaborate with other areas of work, for business-aligned support areas to keep up to speed with business activity and the business strategy.
Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc.) to solve problems creatively and effectively.
Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
Influence or convince stakeholders 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.

Job Requirements

Knowledge of CCR models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE , EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23. SS12/13, and other relevant skills.
Hands-on coding experience (as a full-stack developer / agile developer etc.). Preferable language is Python, C/C++ etc.
Experience in Stress Testing/Scenarios Modelling), Statistical Modelling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation.
Strong understanding of model development, validation, and implementation.
Excellent communication and interpersonal skills.
Ability to work collaboratively with cross-functional teams.
A strong academic background is preferred.

This role is based out of Mumbai.

Disclaimer: This job description has been sourced from a public domain and may have been modified by Naukri.com to improve clarity for our users. We encourage job seekers to verify all details directly with the employer via their official channels before applying.

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