Modelling Manager

Recruiter
Barclays
Location
Northampton, United Kingdom
Salary
Competitive
Posted
13 May 2022
Closes
12 Jun 2022
Ref
14882775
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
As a Barclays Modelling Manager you will be responsible for the development, implementation support and maintenance of models for the Barclaycard UK portfolio. The model scope includes impairment, regulatory capital, stress testing, credit decisioning (e.g. underwriting) and risk -reward models.

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.

What will you be doing?
• Working with stakeholders across functions, driving value by developing innovative modelling and analytical solutions for credit risk management
• Developing best-in-class models for use in the retail lending business, specifically for the market-leading Barclaycard UK portfolio
• Providing the business with insights and recommendations for model, strategy and process improvement
• Ensuring that all models are compliant with internal and external requirements, including documentation standards
• Providing insights and recommendations for model, strategy and process improvement
• Being responsible for research of statistical techniques and industry best practice for models
• Liaising with systems/ infrastructure teams to user -test and implement models successfully
• Working closely with the QA Monitoring function to ensure that model performance is appropriately tracked and assessed

What we're looking for:
• Degree or equivalent in Statistics, Mathematics, Operations Research or another quantitative area; or significant relevant industry experience
• Extensive experience in statistical model development, including Basel capital and IFRS9 impairment models, with a track record of successful delivery
• Up-to-date working knowledge of regulatory requirements relevant to UK retail credit risk models
• Full proficiency in advanced SAS programming and Excel manipulation

Skills that will help you in the role:
• Experience and familiarity with industry-standard retail credit risk capital modelling techniques
• Proficiency in analytical programming in Python and familiarity with devops tools such as Git

Where will you be working?

Northampton was the birthplace of Barclaycard in 1966 and we've been based in Pavilion Drive since the building opened in 1997.
We purchased the building from the landlord in early 2018 as a sign of our commitment to investment in Northampton. Plans to further develop this Campus-style location are under way to allow for a real collaborative work environment. Based just off the A45 it is easily accessible by both car and bus routes.

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

Our new state-of-the-art Campus, right in the heart of Glasgow is a hub of creative collaboration. A place where everyone can bring their true selves to work and reach their full potential. Home to 5,000 of our colleagues, our Tradeston campus will support the community in more ways than one - by creating thousands of new career opportunities and celebrating local artists. A short walk from Central Station on the south of the Clyde, it will be a key location for the Barclays business that will deepen our ties with the city and its communities.

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