Quant Analytics Wholesale Credit Risk Modeller

Join us as a " Quant Analytics Wholesale Credit Risk Modeller “ at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences.

 

You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.

 

You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on coding languages like Python OR R OR C++, as well as job-specific skillsets.

 

To be successful as a Quant Analytics Wholesale Credit Risk Modeller you should have experience with:

• Hands on coding experience (as a full-stack developer / agile developer etc.) 
• Preferable language is Python, C/C++.
• You must have knowledge of the following in Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD),
• Experience in IFRS9/CECL/ CCAR can also be considered
• You must have stress Testing/Scenarios Modelling), Model Development and/or Model Validation (core development experience), Statistical Modelling  (preferably for Wholesale credit book).

 

This role is based out of Mumbai.