Quantitative Analyst, QA BUK Credit and Finance

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Job description

As a Barclays Quantitative Analyst working within BUK Retail Credit you will be responsible for the development and implementation support and maintenance of impairment, regulatory capital, planning, stress testing, credit decision and risk reward models for BUK. You will develop and deploy credit risk models for core BUK products.. This is a fantastic opportunity as you will be working with teams throughout the bank and will therefore increase your level of knowledge and exposure.

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 credit risk models across the life-cycle of various portfolios, including regulatory (capital, impairments), credit decisioning and stress testing models
• Delivering robust, predictive models and tools that are compliant with both internal and external regulations
• Identifying and use cutting-edge techniques to develop best-in-class models
• Sharing and seeking out best practice across the modelling peer group
• Delivering high levels of accuracy and internal consistency and validation within projects
• Providing business with insights and recommendations in order to improve strategies and processes
• Developing high-standard Python code and model documentation
• Ensuring accurate implementation of models and support their use, interpretation and monitoring

What we're looking for:
• A university degree or equivalent experience in statistics, mathematics, operations research or another quantitative discipline
• Experience in capital and impairment model development
• Expertise in retail and/or SME banking products
• Proficiency in Python

Skills that will help you in the role:
• Knowledge of and experience with credit decisioning models and forecasting / stress testing models
• Expertise in modelling techniques and their value in business
• Good understanding of standard model risk controls throughout the development lifecycle, including best coding practice and clear documentation
• An understanding of the fundamental principles of the Basel II Accord and/or IFRS 9

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

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