Scenario and Climate Risk Validation - London, United Kingdom - eFinancialCareers
Description
As Barclays Scenario and Climate Risk Validation you will be the responsible for IRRBB (also called Non Traded Market Risk) models validations.
Model are used for day-to-day running the bank as well as part of different model frameworks (e.g. ICAAP, InternalStress Testing/EBA/BOE Stress Testing, Value and Earnings metrics for IRRBB).You will work with the team to propose approval decisions, identify key issues and viable remediation actions and communicate results at different forums with exposure to seniorstakeholders.
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 creatingfinancial and digital solutions that the world now takes for granted.
Working Flexibly
Hybrid Working
Please discuss the detail of the working pattern options for the role with the hiring manager.
What will you be doing?:
- Having responsibility for the development and progression of the team in terms of the level of expert and business knowledge and efficiency
- Leading validations of models
- Building challenger models (if needed) to support the validation review and challenge process for all new and existing models
- Reporting will contain some more qualitative and conceptual challenges to models
- Creating and maintaining the correct information in the Group model database for the set of validated models
What we're looking for:
- Solid capability in either model validation or development in at least one of these fields
- Macroeconomic Analysis for Scenario expansions or Climate Risk Models
- Experience in model specification, model selection, model testing and/or validation roles
- Experience of coding using Matlab/R/SQL/C++/Python or any equivalent language/software
Skills that will help you in the role:
- Experience with IFRS9 or Operational Risk models
- Mentally curious and team player
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 nonewith a real buzz being created around the offices within.
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