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VP, Risk Analytics Lead Modelling Analyst

at Barclays Bank Delaware in Wilmington, Delaware, United States

Job Description

Barclays Services Corp. seeks VP, Risk Analytics Lead Modelling Analyst for its Wilmington, DE 19801 location.

Duties: On behalf of a global financial services organization, participate in overall project design and delivery with other functional teams and end-clients. Direct the development of strategic data use, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score and capital reporting implementations in the areas of credit risk, collection, fraud, and marketing. Direct the development of credit risk, collection, fraud, and marketing strategies that leverage all relevant data, scores, and decision keys available to end-clients. Provide Intellectual leadership and analytical support to clients. Assist clients developing best in class practices throughout product life cycle (targeting, underwriting, Existing Customer Management, Collections, Recoveries). Work within the Barclays Group Credit framework to deliver scoring solutions that not only meet end-client needs but also fit within broader corporate governance standards. Provide insight and expertise to support internal and external industry groups. Support credit risk decisions of Barclays’ consumer credit card and consumer loan business by developing, validating, monitoring, tracking, and implementing statistical models to predict different types of risks in new account acquisition space, as well as existing account management space. Provide ad-hoc analytics and generate statistical reports to address business challenges and improve strategies.

Requirements: Minimum of Master’s degree, or foreign equivalent, in Biostatistics, Mathematics, Operations Research, Economics, or related field of study and at least four (4) years of post-baccalaureate progressive experience as a Quantitative Operations Associate, or related occupation within financial services industry. Must have at least two (2) years of experience with each of the following required skills: 1. Developing generalized linear models, logistic regression models, and machine learning models by Statistical Model Development principles; 2. Working with credit risk management and financial industrial business; 3. Developing predictive models, performing data analysis, and generating statistical reports using SAS, SQL, and Python; 4. Conducting model development project management; Must have at least one (1) year of experience with each of the following required skills: 1. Performing model development tracking using Agile project management tools, including Confluence, GIT, and JIRA; and 2.  Working with Model Governance Procedures, Model Risk Policy, and Milestone framework. 40 hours/week. To apply, visit https://barclays.taleo.net/careersection/2/moreresearch.ftl and enter job number #00276897.

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Job Posting: 879336

Posted On: Dec 02, 2021

Updated On: Jan 05, 2022