Experience : 0 Description : Job Title AVP Model Validation - Retail Credit RiskLocation 745 Seventh Ave, New York, NY/ / About Us//Barclays is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US. Our goal is to become the bank of choice by providing superior services to customers and clients and supporting our stakeholders via a commercially successful business that generates long-term sustainable returns. About Barclays in the USBarclays offers corporate and investment banking and credit card services in the US. Our 10,000 US colleagues are located in offices across the country, with headquarters in New York City. In 2017, Barclays announced plans to create a world-class campus in Whippany, New Jersey, for our Technology, Operations and Functional teams in the US. Other principal locations include Delaware, Nevada, Ohio and Maine. About Model Risk Management - IVUModel Risk Management is an independent function reporting to the Barclays CRO. It consists of two key areas: Independent Validation Unit (IVU) and Model Governance and Controls (MGC). IVU is responsible for validating and approving models across all of Barclays whilst MGC establishes and manages the governance framework around models Overall Purpose of role o Delivery of CCAR o Delivery of IFRS9 and Structural Reform project o Tactical objective to ensure High Materiality BAU models be brought into governance Your Role (Key Accountabilities) o Perform technical analyses, benchmarking, build challenger models (if needed) to support the IVU review and challenge process for all new and existing risk models. o Produce high quality IVU reports and presentations for key stakeholders; o Support the line manager in the IVU team in the approval of models Basic Qualifications/Skills o 2 years credit risk working experience in model development or validation team o 2 years of retail credit experience o 1 years of SAS experience, and/or R or Python experience o Master's degree in a numerate subject such as Mathematics, Physics, Operational Research, or Financial Engineering Preferred Qualifications/Skills o PhD (or similar) in a numerate subject such as Mathematics, Physics, Operational Research, or Financial Engineering o Excellent knowledge and understanding of a wide variety of model development and validation statistical techniques covering primarily credit and market risk. o Able to produce high quality written communication including reviews of models, risk policies, and presentations for technical and non-technical audiences. o Able to communicate and influence effectively o Highly organised in terms of documentation and follow through. o Ability to work in a high performing team, and the ability to work and liaise with others in a multi-functional team o Experience in delivering against tight deadline* *Risk and Control ObjectiveAll Barclays colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.* *Your ApplicationTo be considered for this role, click on the apply button now. Barclays Values & DiversityDynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager. We are an equal opportunity employer and we are opposed to discrimination on any grounds. It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, colour, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or e County : New York URL : https://nlx.jobsyn.org/96294da72ee64f4ca18fc1490b977dc8159