Company Name:-
Barclays

Job Location:-
Delhi, Delhi

Job Summary:-
Job Title: AVP – Quantitative Analytics
Location: Noida
You will be directly involved in the end-to-end development of models to measure the risk of secured and unsecured Barclays UK consumer credit portfolios (Mortgages, Personal Loans, Credit Cards) and the effect of cash or synthetic securitisations on credit risk.

The models will be used directly to assess Significant Risk Transfer as required by the regulator, which will enable an efficient use of capital.

You will be working closely with colleagues in BUK Credit, Treasury, Quantitative Analytics and Technology and you will provide quantitative analysis to support structuring and business decisions
What will you be doing?Model development, with implementation of data analysis routines, statistical estimation techniques, portfolio Monte Carlo simulationsSupport the team’s strategic vision for modelling capital requirements from securitization, including the use of additional ad hoc quantitative analysis, e.

g.

scenario analysis where requiredCode testing and documentationWrite and maintain model documentation in line with the internal and external standardsSupport the model lifecycle process, including QA model governance milestones and IVU reviews and challengesContribute to the Org Unit’s knowledge sharing in regular updates at team meetings, presentations, research literature reviews, etc
What we’re looking for:Higher degree (Master or PhD) in a quantitative subject (Mathematics, Physics, Statistics, Econometrics, Engineering)Coding skills (Python, R, C/C++)Prior experience in model development, ideally credit riskAttention to numbers and to detailAble to communicate clearly and succinctly.

Skills that will help you in the role:Knowledge of economic capital and securitization approachesPrior experience in a quantitative, developer or validation role.

Where will you be working?Noida
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