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Quantitative Analytics Manager - Climate Risk, QA BUK Credit and Finance

London, United Kingdom, £ £ - Annual Annual, Permanent

Description:

As a Quantitative Analytics Manager within BUK Credit and Finance (Climate Risk) you will develop and deploy credit risk planning and stress testing models for BUK portfolios with a focus on climate risk scenarios, to enable business stakeholders to better manage climate risk. As part of your role you will adapt existing capital and impairment forecasting models to address the unique requirements of climate risk.

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?
• Developing the best models, including new models, calibrations of existing models and associated analytics
• Providing expertise on development of regulatory models, including capital and impairments
• Maintaining knowledge of the regulatory guidelines (PRA, EBA) and landscape impacting models
• Ensuring compliance in the development, documentation and implementation of models with respect to internal policies and regulatory guidelines
• Working closely with Model Monitoring team to support smooth tracking of the models after implementation
• Contributing to building/developing a motivated & talented BUK Credit/Finance model development team, capable of delivering quantitative analytics to the highest levels
• Working with cross-functional stakeholders, driving value by developing innovative modelling and analytical solutions which will lead in credit risk management
• Engaging effectively with governance committees to demonstrate the outcomes and benefits of modelling and analytical solutions

What we're looking for:
• A university degree or equivalent in statistics, mathematics, operations research or another quantitative discipline; or relevant industry experience
• Excellent track record of model and analytics delivery
• Exceptional experience in capital and impairment model development
• Full understanding of credit risk processes and strategies

Skills that will help you in the role:
• Passionate about data analytics and its applications to climate risk management
• Possessing a data-driven and results-orientated mind-set
• A self-starter, able to work proactively and independently when needed
• Resilient, overcoming challenges resourcefully and meeting timelines under pressure

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

Job Details

1462073436
Full Time
London, United Kingdom
Permanent
£ £ - Annual Annual