Quantitative Analyst AVP- Credit Risk

Barclays•New York, NY

2d•$100,000 - $160,000

About The Position

Join us as a Quantitative Analyst AVP- Credit Risk and help design, develop, and apply data driven solutions that strengthen decision making at Barclays. In this role, you will build and implement mathematical, statistical, and machine learning models to address complex business problems and deliver reliable, well tested analytics. You will work closely with technology and business partners to bring models into practical use, ensuring solutions are stable, effective, and clearly documented for users and validation teams. You will also support ongoing model performance while operating within enterprise risk management standards and the defined control environment, with a strong focus on model risk policy compliance.

Requirements

Credit Risk Management skills including understanding of credit life cycle risk modelling
Quantitative disciplined desired (ex. Statistics, Operations Research, Economics, Computer Science, Engineering, or Mathematics)
Knowledge of modeling, analytics, and statistical methods
Proficiency with analytical software (ex. Python, R, SQL, AWS, GIT, Elastic Data Platforms for Big Data, Unix platforms and Knowledge Seeker)

Nice To Haves

Ability to create, test, and document analytics and modeling tools
Communication skills to work with stakeholders and incorporate feedback
Experience working with teams on projects or problem-solving

Responsibilities

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.
To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness.
Collaborate closely with other functions/ business divisions.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
Take ownership for managing risk and strengthening controls in relation to the work done.
Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
Communicate complex information.
Influence or convince stakeholders to achieve outcomes.