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Model Validation AM

4.00 to 8.00 Years   Noida   02 Jan, 2023
Job LocationNoida
EducationNot Mentioned
SalaryRs 10 - 22 Lakh/Yr
IndustryBanking / Financial Services
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

    Introduction:To validate Regulatory models and Decision models for Barclays International portfolio. This will involve working on multiple portfolios (both retail and wholesale) and models like IFRS9, Basel, etc using techniques like logistic, linear, probit, fractional logistic etcWhat will you be doing
    • Evaluate models and present findings to leadership
    • Interact with model stakeholders and communicate findings
    What were looking for:
    • Solid technical background - Masters In stats, eco, mba (Tier I/II) or Engineering degree from good institute
    • Understanding of Regulatory models like IFRS9, Basel/IRB, etc
    • Understanding of predictive modelling process end to end
    • Hands on experience developing or validating regulatory and decision models
    • Programming language - Python(must), SAS
    • Good Communication and influence skills
    Skills that will help you in the role:
    • Decision Model Development/Validation exp (Good to have)
    Where will you be working Noida

Keyskills :
pythonmodel validationbasel/irbregulatory modeling

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