Barclays

QA Wholesale Credit Risk Modeller

Barclays(8 days ago)

HybridFull TimeSenior$94,862 - $128,841 (estimated)Quantitative Analytics
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About this role

A Quantitative Analytics Wholesale Credit Risk Modeller at Barclays is responsible for developing advanced credit risk models, utilizing cutting-edge technology and industry-leading frameworks. The role involves working within a global team, engaging with regulators, and applying statistical and coding skills to improve credit risk assessment and management.

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Required Skills

  • Python
  • C++
  • Statistical Modelling
  • Credit Risk
  • Model Development
  • Model Validation
  • Stress Testing
  • Scenarios Modelling
  • IFRS9
  • CECL
Barclays

About Barclays

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Barclays is a British universal bank. Our businesses include consumer banking, as well as a top-tier, global corporate and investment bank.

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