Quant Analytics Counterparty Credit Risk (ccr) Vice President
- Barclays
- 5 - 11 years
- Mumbai
- 8 months ago
- Email to a friend
- Report this job
Job Description
At Barclays, we dont just adapt to the future we shape itEmbark on a transformative journey as Quant Analytics Counterparty Credit Risk Vice President, where you'll spearhead the evolution of our Risk function
You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology
Additionally, your role requires effective stakeholder management, leadership, and decision-making to support business strategy and risk management
To be successful as a Quant Analytics Counterparty Credit Risk (CCR) Vice President you should have experience with:
You must have knowledge of the following in CCR IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc ), Back-testing, Numerical Analysis, SR 11/7, SS1/23
SS12/13 etc Hands on coding experience (as a full-stack developer / agile developer etc Preferable language is Python, C/C++ etc)
Experience in Stress Testing/Scenarios Modelling), Model Development and/or Model Validation (core development experience), Statistical Modelling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation
Advanced Technical Degree (Master's / PhD / similar or equivalents) Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics
Some Good To Have Skills May Include
Certification GARP-FRM, PRM, CQF, AI/ML Courses, Coding and Computer Programming
Experience with R, MATLAB, Numerix etc (The role require hands-on in coding as a full stack/agile developer), Database skills
Experience with Stakeholder management, leadership, and decision-making to support business strategy and risk management
You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills
The location of the role is Mumbai, IN
Purpose of the role
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Accountabilities
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment
Vice President Expectations
To contribute or set strategy, drive requirements and make recommendations for change
Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures If managing a team, they define jobs and responsibilities, planning for the departments future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes
They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard
The four LEAD behaviours are: L Listen and be authentic, E Energise and inspire, A Align across the enterprise, D Develop others OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction
They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments
They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment
Manage and mitigate risks through assessment, in support of the control and governance agenda
Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does
Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies
Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives
In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions
Adopt and include the outcomes of extensive research in problem solving processes
Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes
All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship our moral compass, helping us do what we believe is right
They will also be expected to demonstrate the Barclays Mindset to Empower, Challenge and Drive the operating manual for how we behave
Show more Show less
Job Classification
Industry: Financial ServicesFunctional Area / Department: Data Science & AnalyticsRole Category: Business Intelligence & AnalyticsRole: Head - Analytics / BIEmployement Type: Full timeContact Details:
Company: BarclaysLocation(s): Mumbai+ View Contact
Keyskills: coding r python c modeling numerical analysis greeks
Fraud Alert to job seekers!
₹ Not Disclosed
Similar positions
Job Listings
We are in open beta version of website, please let us know if any issues, at: info(at)indigojobs.in