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Quant Analytics Wholesale Credit Risk Modeller

barclays.co.uk Logo

Barclays

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Location:
India , Mumbai

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Category:

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

Join us as a "Quant Analytics Wholesale Credit Risk Modeller" at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.

Job Responsibility:

  • Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
  • Design analytics and modelling solutions to complex business problems using domain expertise
  • Collaboration with technology to specify any dependencies required for analytical solutions
  • Development of high performing, comprehensively documented analytics and modelling solutions
  • 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

Requirements:

  • Hands on coding experience (as a full-stack developer / agile developer etc.)
  • Preferable language is Python, C/C++
  • Knowledge of Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD))
  • Experience in IFRS9/CECL/ CCAR can also be considered
  • Experience in stress Testing/Scenarios Modelling
  • Experience in Model Development and/or Model Validation (core development experience)
  • Experience in Statistical Modelling (preferably for Wholesale credit book)
What we offer:
  • Wellness rooms
  • Gyms
  • Mental health support
  • Modern workspaces
  • Collaborative areas
  • State-of-the-art meeting rooms
  • On-site cafeterias
  • Fitness centers
  • Tech-equipped workstations

Additional Information:

Job Posted:
February 17, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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