QA BI Retail Credit Risk

London, United Kingdom
30 Apr 2022
15 May 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays Quant Analyst, you will join us as a subject matter expert who will be overseeing the development and delivery of models for the Private Bank portfolios, specifically mortgage portfolios. You will also be using your skills to provide ad hoc analytical support for other uses of data and models within the Private Bank portfolio, as well as for strategic business decisions. Your skills and expertise will let you build targeted solutions that integrate effectively into existing systems and processes while delivering robust and consistent performance.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

Hybrid Working
We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Developing predictive models, statistical analyses, optimisation procedures, monitoring processes, data quality analyses
• Scoring implementations supporting regulatory and impairment model in accordance with Barclays standards, policies and procedures
• Shepherding models through the internal validation process with the Internal Validation Unit (IVU)
• Participating in overall project design and delivery with Quantitative Analytics' other functional teams and end-clients
• Producing robust documentation to ensure replicability of results and fulfil Barclays governance requirements
• Providing support for audits of model development and implementation, by both internal and external auditors

What we're looking for:
• A good knowledge of data analysis, theory and statistical techniques (such as linear or nonlinear models, logistic regression)
• Machine learning, macroeconomic forecast, decision trees, cluster analysis and neural networks, etc.
• Solid knowledge of SAS and Python software and statistical model development methods (Python preferred)

Skills that will help you in the role:
• Master's degree or equivalent in a quantitative field, such as Mathematics or Statistics
• Experience of managing and working with complex projects and delivering to tight deadline

Where will you be working?
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within

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