Quantitative Analyst AVP- Credit Risk
Barclays(26 days ago)
About this role
A Quantitative Analyst (AVP) in Credit Risk at Barclays designs, develops, and implements mathematical, statistical, and machine learning models to support credit risk decision-making. The role focuses on delivering well-documented, tested, and operationalised analytics while ensuring compliance with enterprise model risk and control frameworks. It involves collaboration with technology and business partners to bring models into production and maintain their ongoing effectiveness.
Required Skills
- Credit Risk
- Risk Modeling
- Statistical Modeling
- Machine Learning
- Python
- R
- SQL
- AWS
- Git
- Big Data
+4 more
Qualifications
- Degree in Statistics, Economics, Mathematics, Computer Science, Engineering, or Operations Research
About Barclays
home.barclaysBarclays 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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