Model Validation AVP Model Validation AVP …

Barclays
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Barclays
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Model Validation AVP
Model Validation Assistant Vice President (AVP)
New York, NY

As a Barclays Model Validation AVP you will identify and manage existing and emerging risks that stem from Retail credit risk/loss forecast models. You will also conduct validation and testing on Retail credit risk/loss forecast models, while ensuring all BAU models be brought into governance.

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?

• Performing technical analyses, benchmarking, build challenger models (if needed) to support the IVU review and challenge process for all new and existing risk models
• Producing high quality IVU reports and presentations for key stakeholders
• Supporting the line manager in the IVU team in the approval of models
• Engaging with model owner and developers to communicate IVU expectations around the quality of model submissions

What we're looking for:

• 3+ years' experience with development or validation of Retail credit risk/loss forecast/decision/marketing models, or credit strategies
• Knowledge of common modeling approach used for credit card portfolio and solid project management and influencing skills
• Ability to produce high quality written communication including reviews of models, risk policies, and presentations for technical and non-technical audiences
• Master's degree in a numerate subject such as Mathematics, Physics, Operational Research, or Financial Engineering, or a track record of performance in this area

Skills that will help you in the role:

• PhD in a numerate subject such as Mathematics, Physics, Operational Research, or Financial Engineering, or a track record of performance that demonstrates this ability
• Excellent knowledge and understanding of a wide variety of model development or validation techniques covering models used for credit card decisioning process
• Highly organized in terms of documentation and follow through
• Ability to work in a high performing team, and the ability to work and liaise with others in a multi-functional team

Where will you be working?

Barclays' U.S. headquarters is located at 745 Seventh Avenue in New York, NY. At Barclays, we offer you an engaging and challenging environment, giving you the opportunity to make the most of your unique set of skills. We also have an extensive range of learning and development initiatives designed to support you both personally and professionally.

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