Credit Risk Validation

3 months ago

London, United Kingdom Barclays Full time

**Credit Risk Validation Manager**
**London**

As a Barclays Credit Risk Validation Manager, you will have an exciting opportunity to be responsible for being model validator for a wide range of IRB and IFRS9 models as well as supporting other model validation efforts in MTP, IST, ICAAP and BoE stress testing frameworks. These models/frameworks are crucially important for daily business management of the Barclays Group and its legal entities as well as to meet important regulatory requirements with respect to independent validation of these frameworks.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality, and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.

**What will you be doing?**
- Performing technical analyses of AIRB and IFRS9 Wholesale Credit Risk models, data analyses, benchmarking, build challenger models
- Supporting the validation review and challenge process
- Producing high quality model validation reports, with a particular focus on noting limita-tions, weaknesses and assumptions
- Supporting team lead in key interface with owners of models
- Contributing to ensuring that the MRM team provides high quality input and guidance to modellers across the bank to achieve consistency of standards and compliance require-ments
- Ensuring open, transparent, proactive and timely interaction with major stakeholders, sub-ject matter experts, model owners and developers
- Being responsible for ensuring that the Group Model Risk Policy, and supporting Standards are upheld

**What we’re looking for**:

- Knowledge of CRD IV and familiarity with the IFRS9 ECL estimation framework
- Significant experience of coding in R/SQL/C++/Python or equivalent language, including handling large datasets and writing functions
- Good communication and influencing skills, ability to produce high quality written commu-nication for technical and non-technical audiences

**Skills that will help you in the role**:

- Ph.D./MSc in quantitative fields, such as Mathematics, Statistics, Finance, and Economics
- Relevant experience in either model development or in model validation
- Ability to work in a high performing team, and the ability to work with others in a diverse team
- Beyond risk management, knowledge in financial projection, capital management and treasury

**Where will you be working?**
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as: a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.

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