Strategic Credit Risk Modeller

2 weeks ago


London, Greater London, United Kingdom Barclay Simpson Full time

About the Role:

The Barclays Simpson corporate banking arm is seeking a highly skilled credit risk modeller to join its risk modelling function. As part of the strategic growth plan, this role will be instrumental in delivering AIRB for the firm's specialist lending portfolios.

Key Responsibilities:

  • Develop and implement models to support business decision making, risk management, and regulatory capital requirements.
  • Perform data analysis to generate insights and support business objectives.
  • Contribute to the development of standards, methodologies, and toolsets for analytic activities.
  • Collaborate with business teams to leverage analytic outputs.

Requirements:

  • Prior experience in IRB models as a developer or validator.
  • Quantitative analytical degree (2.1 or higher) and proficiency in SAS or SQL programming.
  • Advanced experience in data extraction, transformation, and cleaning for modelling purposes.


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