- Perform regular/annual review of credit risk models (capital, impairment, application, behaviour) used across Barclays business
- Ensure adherence to model review calendar and governance.Quickly understand construct of various credit risk models and produce timely and accurate model monitoring packs.
- Provide recommendations based on model monitoring findings in terms of model issues, need for rebuild / calibration, or PMA. Model Development of PD,LGD,EAD Models.
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