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Position: QA Quantitative Modeler
Institution: Barclays PLC
Location: Wilmington, Delaware, United States
Duties: You will develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting regulatory and impairment model. This should be done in accordance with Barclays standards, policies and procedures; Shepherd models through the internal validation process with the Internal Validation Unit (IVU); Implement models in python based Barclays MEF and MES production environments; Participate in overall project design and delivery with QA’s other functional teams and end-clients; Produce robust documentation to ensure replicability of results and fulfil Barclays governance requirements; Provide support for audits of model development and implementation, by both internal and external auditors
Requirements: Post graduate university degree in quantitative discipline required (ex. Statistics, Operations Research, Economics, Computer Science, Engineering). Graduate studies, Masters or PhD required; Extensive 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.); Experience building regulatory, Impairment (IFRS9) models for credit cards and unsecured lending; Strong (at least 3 years) Python, Hive, SAS and SQL programming skills. Python experience preferred; An ability to produce reports and interrogate systems to produce analysis and resolve discrepancies/queries. Strong analytical, technical and/or statistical skills with proven ability to process large datasets into meaningful information
   
Text: Helpdesk Click here to connect with our resourcing helpdesk team ? Skip to main content We are here to help our candidates impacted by the COVID-19 virus. Click here to learn more about our COVID-19 Virus Guidance for Candidates. Barclays Logo Keyword Search Location Search QA Quantitative Modeler Wilmington, DE Apply for job More content Date live: Nov.. 09, 2021 Business Area: COO & Functions Area of Expertise: Risk and Quantitative Analytics Reference Code: 90291643 Contract: Permanent Where will you be located? Take a look at the map to see what’s nearby. Train stations & bus stops, gyms, restaurants and more. Explore location QA Quantitative Modeler Wilmington This role is deemed as a Certified role under the PRA & FCA - Individual Accountabilities Regulations and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks. Build, implement and execute statistical models, supporting the VP / Impairment, specifically building and implementing models (PD, EAD, LGD) for IFRS 9, and other regulatory and financial programs. The role is specifically to: • Build Impairment Models and support all relevant analytics for GAP Portfolio. • Development (PD, EAD, LGD and ECL) components of the IFRS 9 models using python. • Infer performance where data is not available using statistical tools • Create simple and easy to understand dashboards for senior management consumption. • Support and ensure all documentation work related to GAP acquisition from Model Development perspective • Extensive data mining to produce simple and automated reports to identify data issues and help prepare data for model development work. • Adapt, the existing models based on the data availability, for short term to produce Impairment impact for the GAP portfolio. Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity. What will you be doing? • You will develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting regulatory and impairment model. This should be done in accordance with Barclays standards, policies and procedures. • Shepherd models through the internal validation process with the Internal Validation Unit (IVU). • Implement models in python based Barclays MEF and MES production environments • Participate in overall project design and delivery with QA’s other functional teams and end-clients. • Produce robust documentation to ensure replicability of results and fulfil Barclays governance requirements. • Provide support for audits of model development and implementation, by both internal and external auditors What we’re looking for: • Post graduate university degree in quantitative discipline required (ex. Statistics, Operations Research, Economics, Computer Science, Engineering). Graduate studies, Masters or PhD required. • Extensive 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.) • Experience building regulatory, Impairment (IFRS9) models for credit cards and unsecured lending. • Strong (at least 3 years) Python, Hive, SAS and SQL programming skills. Python experience preferred. • An ability to produce reports and interrogate systems to produce analysis and resolve discrepancies/queries. Strong analytical, technical and/or statistical skills with proven ability to process large datasets into meaningful information. Skills that will help you in the role: • Analytical skills - Knowledge of data & analytics. Ability to work independently on analytical tasks. • Team work - Ability to work with and in cross-functional teams and virtual teams across locations. • Conceptual thinking - Ability to think strategically about analytics and their value to the organization. • Communication-Ability to think quickly & relay information to technical and non-technical audiences. Where will you be working? Barclays' Wilmington campus includes two beautiful buildings located along the historic Wilmington Riverfront. A glance out our windows reveal a scenic look at the Christina River, along with a growing riverfront community of luxury apartments, shops, and restaurants. Additionally, the Wilmington train station is a short walk away making travel from New York and Washington, DC convenient. More about working at Barclays Share job Twitter Facebook LinkedIn Email More content Related jobs home.barclays Privacy Policy Cookie Policy Website Accessibility facebookfacebook logo twittertwitter logo linkedinlinkedin logo instagraminstagram logo Registered office for all: 1 Churchill Place, London E14 5HP
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