Model Manager

Job Description

As a Barclays Model Manager, you will be responsible for being a subject matter expertise in developing and delivering models for the Retail portfolios in Barclays UK, specifically Retail mortgage portfolio. This will include developing, testing, implementing,supporting quantitative models for valuation and risk management of traded assets. You will be contributing to the building, shaping, developing of a motivated and talented BUK Retail Credit Model Development team. 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. Hybrid Working We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern optionsfor the role with the hiring manager. What will you be doing You will be responsible for the development of new models including calibrations of existing models and associated analytics Demonstrating expertise on development of regulatory models - including capital and impairment /IFRS9 for Retail mortgages Ensuring compliance in the development of models and model documentation with respect to internal policies and regulatory guidelines Ensuring smooth testing and implementation of the developed models, working closely with Model Monitoring team to support smooth tracking of the models after implementation Working with cross-functional stakeholders, driving value by developing innovative modelling and analytical solutions which will lead in credit risk management Engaging and participating in governance committees to demonstrate the outcomes and benefits of modelling and analytical solutions What were looking for: Exceptional experience in Capital /Basel II, impairment model development Solid knowledge of SAS and Python software and statistical model development methods Knowledge of regulatory guidelines (PRA/EBA) and landscape impacting models Product expertise in Mortgage including know-how of risk and collection processes, impacting model build Skills that will help you in the role: Excellent analytical background, data driven, resilient, results orientated. Strong track record of delivery Exceptional knowledge of SAS and Python software and statistical model development methods. Up-to-date working knowledge of regulatory requirements and change, specifically those originating from Basel and European regulatory authorities including PRA 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 nonewith a real buzz being created around the offices within.