AVP Quantitative Analytics CCR Modeler

As an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team, you will play a pivotal role in evolving the digital landscape, driving innovation, and ensuring unparalleled customer experiences. Your responsibilities will include developing best-in-class credit risk models using industry-leading frameworks and methodologies. You will collaborate with a global quant team, regulators worldwide, and cutting-edge technology. Your success in this role will be assessed based on key critical skills such as end-to-end model development experience and proficiency in coding languages like Python, R, or C++. To excel as an AVP Quantitative Analytics CCR Modeler, you should have knowledge and experience in various areas related to CCR, including IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure/Collateral Modelling, and more. Hands-on coding experience, particularly in Python, C/C++, is preferred. Additionally, experience in Model Development, Model Validation, Stress Testing/Scenarios Modelling, and Statistical Modelling will be valuable for this role. Your role will be based in Mumbai, and the purpose of your position is to design, develop, implement, and support mathematical, statistical, and machine learning models for business decision-making. Your key accountabilities will include designing analytics and modelling solutions, collaborating with technology teams, developing high-performing solutions, implementing models in software, providing ongoing support, and ensuring conformance to Barclays Enterprise Risk Management Policies. As an Assistant Vice President, you are expected to advise on decision-making, contribute to policy development, and ensure operational effectiveness. If the position involves leadership responsibilities, you will lead a team, set objectives, coach employees, and demonstrate leadership behaviours. For individual contributors, you will lead collaborative assignments, guide team members, consult on complex issues, and identify ways to mitigate risks. All colleagues at Barclays are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive. Your role will involve engaging in complex analysis, communicating complex information effectively, and influencing stakeholders to achieve outcomes. In summary, as an AVP Quantitative Analytics CCR Modeler at Barclays, you will be at the forefront of digital innovation, driving excellence in credit risk modelling and analytics while upholding the values and mindset of the organization.,