Job Description Purpose of the role To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making Accountabilities Design analytics and modelling solutions to complex business problems using domain expertise. Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools. Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams. Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them. Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users. Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy. Ensure all development activities are undertaken within the defined control environment. Vice President Expectations To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction. They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment. Manage and mitigate risks through assessment, in support of the control and governance agenda. Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does. Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business. Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies. Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions. Adopt and include the outcomes of extensive research in problem solving processes. Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave. QA Wholesale Credit Risk (WCR) develop models for capital (Basel), impairment (IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, Economic Capital, and for credit sanctioning. The model scope covers the Corporate and Investment Bank (CIB) within Barclays International (BI). Overall purpose of role Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9 Enhance model management through automation and development of new approaches Key Accountabilities Develop new credit risk models, contributing to the development through approval Validate performance of new models Document new models to required standards Manage parts of complex projects, liaising with stakeholders to ensure project progress Motivate team members and junior staff to deliver high quality output within tight deadlines Person Specification Has developed, validated, reviewed or applied statistical models within credit risk domain Understands the quantitative techniques used in developing and validating PD, LGD, and/or EAD models Demonstrates ability to work in an environment where modelling decisions are regularly challenged Essential Skills/Qualifications: Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models within credit risk domain Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences Numerical programming ability using R and/or Python Working experience with SQL Experience in data visualization, cleaning, and feature extraction Desirable skills/Qualifications: Experience with the Latex document preparation system Knowledge of at least one static typed language; C++, Java, C# or other programming languages Familiar with continuous integration development framework (e.g. Teamcity), and source control (P4, Git, SVN) You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills This role will be based in Glasgow.