Quant Analytics Wholesale Credit Risk - Vice President

Embark on your transformative journey as a Quant Analytics Wholesale Credit Risk - Vice President. In this role, you will be responsible for developing best-in-class credit risk models using modern model development frameworks and methodologies. Your primary focus will be on driving an increase in value by creating innovative modeling and analytical solutions that enhance the credit risk management and mitigation process through the utilization of broad data and cutting-edge technology. To excel as a Quant Analytics Wholesale Credit Risk - Vice President, you should possess hands-on coding experience, preferably as a full-stack developer or agile developer. Proficiency in languages such as Python and C/C++ is preferred. Additionally, you must have a solid understanding of Credit Risk concepts including Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD), IFRS9/CECL, and CCAR. Experience in Stress Testing/Scenarios Modeling, Model Development and/or Model Validation, as well as Statistical Modeling (particularly for Wholesale credit book) is essential. Highly valued skills for this role may include holding an Advanced Technical Degree (Master's/PhD or similar) in fields such as Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, or Financial Mathematics. Relevant certifications like GARP-FRM, PRM, CQF, AI/ML Courses, and Coding and Computer Programming are beneficial. Your performance may be evaluated based on key critical skills essential for success in the role, encompassing risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, and job-specific technical skills. The position is based in Mumbai and entails designing, developing, implementing, and supporting mathematical, statistical, and machine learning models and analytics utilized in business decision-making processes. As a Vice President, your responsibilities will involve designing analytics and modeling solutions for complex business problems, collaborating with technology to specify necessary dependencies, developing high-performing analytics and model solutions, implementing models accurately, providing ongoing support, ensuring conformance to all Barclays Enterprise Risk Management Policies, and maintaining a defined control environment. Expectations for a Vice President include contributing to setting strategy, driving requirements, managing resources and policies, delivering continuous improvements, demonstrating leadership behaviors, advising key stakeholders, managing and mitigating risks, showcasing accountability for risk management, understanding organizational functions, collaborating with other areas of work, and creating solutions based on sophisticated analytical thought. All team members are expected to uphold the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive in their conduct.,