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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
As a Barclays Economic Capital Model Validation Manager you will be a SME/Validator for economic capital and stress testing models across various risk types which are used in different model frameworks (e.g. ICAAP, IST/BOE stress testing). This is an excitingopportunity to utilize your qualitative and quantitative skills, correctly identify key issues of models, assign actionable remediation actions and to communicate results at a variety of forums. Barclays is one of the worlds 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 creatingfinancial and digital solutions that the world now takes for granted. What will you be doing Validating and heading the validation of models; looking into data quality, assumptions and limitations, model design, conceptual soundness and implementation Building challenger models (if needed) to support the validation review for all new and existing models Producing and/or reviewing validation reports and presentations; ensuring there is high quality content which satisfies relevant model governance requirements Discussing/escalating material issues promptly, noting impact and concluding the appropriate remediation actions Creating and maintaining the correct information in the group model database for the set of validated models What were looking for: A quantitative background, i.e. a MSc in Econometrics, Statistics, Mathematics etc. and/or relevant experience in model risk management/development Knowledge of the main risk types in scope and economic capital/stress testing modelling (e.g. Wholesale/Retail Credit Risk, Counterparty Credit Risk, Operational Risk) Programming experience (preferably in Python and/or R); ability to replicate models or build and implement challenger models Excellent verbal and written communication skills; ability to draft high quality validation reports and to clearly present/discuss and support validation findings Skills that will help you in the role: A Ph.D. in a quantitative field such as Mathematics, Physics, Operational Research, Econometrics, and Economic Knowledge of IFRS9, IRB models and ICAAP framework Programming experience in C++/SQL Where will you be workingIn 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 nonewith a real buzz being created around the offices within.