Quant Analyst AVP: Credit Risk Modeling

Barclays UK; Glasgow; On-site; GBP 40,000 - 70,000; Full time

Job summary

A global banking institution based in Glasgow is seeking a Quant Analyst to design and develop credit risk models in line with regulatory standards. This role involves validating model performance, contributing to complex projects, and requires a post-graduate degree in a quantitative discipline. Candidates should have strong skills in statistical methods, programming with R or Python, and the ability to communicate complex information effectively. The position offers opportunities for significant impact in decision-making processes.

Qualifications

• Experience with developing and validating PD, LGD, and/or EAD models.
• Demonstrated ability to communicate complex information.
• Experience with risk metrics and regulatory requirements such as Basel and IFRS9.

Responsibilities

• Develop new credit risk models aligned with regulatory requirements.
• Validate performance of models and document them to required standards.
• Manage complex projects, liaising with stakeholders.

Skills

Understanding quantitative techniques

Ability to work in a challenging environment

Statistical knowledge

Numerical programming ability using R and/or Python

Working experience with SQL

Data visualization skills

Education

Post-graduate degree in a quantitative discipline

Tools

SQL

R

Python

LaTeX

Job description

A global banking institution based in Glasgow is seeking a Quant Analyst to design and develop credit risk models in line with regulatory standards. This role involves validating model performance, contributing to complex projects, and requires a post-graduate degree in a quantitative discipline. Candidates should have strong skills in statistical methods, programming with R or Python, and the ability to communicate complex information effectively. The position offers opportunities for significant impact in decision-making processes.