Job Title: Graduate Analyst

Corporate Grade: BA4

Reports to (Line Manager’s Job Title): Assistant Vice President/ Vice President/ Director
Direct Reports (if applicable): 0
Business Area: Quantitative Analytics
Department/Function Level 1: QA Model Monitoring
Department/Function Level 2: NA
Primary Location: Noida, India
IAR Role No
Regulated Role No

Role Profile Attestation

The content of this role profile is relevant for the role in question.
Name of reviewer: Partha Sarathi Pal
Role of reviewer: MD, Head of QA Model Monitoring
Date of review: 29th Aug 2022

Barclays Overview
Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and
by geography. Our businesses include consumer banking and payments operations around the world, as well as a
top-tier, full service, global corporate and investment bank, all of which are supported by our service company
which provides technology, operations and functional services across the Group.

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, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation,
gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic
information, or any other basis protected by law.
Dynamic 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.

About Quantitative Analytics

Quantitative Analytics (QA) is a global organisation of highly specialized quantitative modellers and developers. QA
is led by Shu-Wie Chen, who is a member of Risk Exco.

QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk
management of traded assets, regulatory and economic capital, impairments, fraud detection, asset-liability
management, operational risk, net revenue and balance sheet forecasting, and stress testing across Barclays.

For further information about Barclays, please visit our website www.barclays.com

We are an equal opportunity employer and we are opposed to discrimination on any grounds. If this position requires the person to be an
Approved Person under the Financial Services and Markets Act 2000 (FSMA), disclosure of spent convictions within the meaning set out in
the Rehabilitation of Offenders Act 1974 (Exceptions) Order 1975 will be required.
 About QA Model Monitoring
Model Monitoring acts as one of the primary ways to mitigate Model Risk by highlighting areas of sub-optimal
performance and by proposing effective remediation plan for models in use by business. Model Risk is the potential
for adverse consequences (e.g. financial loss, reputational impact, regulatory censure etc.) from decisions based on
incorrect or misused model outputs and reports. This can arise from fundamental model weaknesses leading to
inaccurate outputs, errors in implementation, or incorrect/inappropriate use. Monitoring team periodically
evaluate model performance. Monitoring findings help business to decide upon the further uses of the model in
order to Continue, Adjust and then Continue or discontinue and Rebuild the Model.

Overall purpose of role

o Monitoring and Analysis of Decision, Impairment and Basel suite of models across banking portfolios
including Mortgage, Cards, Loans, SME etc.
o Documentation of monitoring reports as per the standard guidelines and presentation of the same to
various decision making committees
o Drive and provide support in the Model Management decision making, model improvements and
governance activities

Key Accountabilities
o Quickly understand construct of various credit risk models and produce timely and accurate model
monitoring packs
o Interpret various metrics and trends present in the model monitoring packs and analyse the impact they
have on related portfolios
o Present monitoring analysis to the portfolio teams and various decision making committees and assist in
the decision making process
o Standardize & automate the monitoring packs using appropriate software and statistical programming
languages e.g. Excel, Access, SQL, Visual Basic, SAS etc.
o Drive and provide support in the monitoring governance activities like writing minutes of meetings, follow
up to close action items etc.

Person Specification
o Essential
 Strong analytical, technical and/or statistical skills
 Strong understanding of model monitoring or portfolio MIS activity
 Basic understanding of banking products and lending procedures
 Knowledge of credit risk models and their usage in the Banking environment
 Knowledge of various statistical techniques used in analytics (regression, time series, cluster
analysis etc.)
 Good at carrying out statistical analysis using appropriate software and statistical programming
languages e.g. Excel, Access, SQL, Visual Basic, R, SAS, Python etc.
 Excellent written and verbal communication skills. Ability to articulate complex modelling metrics
at various level
 Self-starter who can take initiative to automate the monitoring activity to the maximum level

o Preferred
 Knowledge of models and portfolio dynamics, impairment calculation
 Understanding of lending products from policy and P&L perspective
 A background in credit risk within a banking/consulting firm

Education

For further information about Barclays, please visit our website www.barclays.com

We are an equal opportunity employer and we are opposed to discrimination on any grounds. If this position requires the person to be an
Approved Person under the Financial Services and Markets Act 2000 (FSMA), disclosure of spent convictions within the meaning set out in
the Rehabilitation of Offenders Act 1974 (Exceptions) Order 1975 will be required.
 o Masters in Statistics, Mathematics, Economics, Operational research field, CA, Engineer, MBA

Experience
o Strong analytical background, data driven, results orientated

Stakeholder Management and Leadership

Engage with on-shore partners and business heads to execute projects in line with business expectation

Decision-making and Problem Solving

o Provide recommendations based on model monitoring findings in terms of model issues, need for
rebuild / calibration, or PMA
o Perform additional deep dive and ad hoc analysis if requirement arises

Risk and Control Objective

All 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

About Barclays India Employee Value Proposition

At Barclays, each day is about being more – as a professional, as a person. The statement ‘Be More @ Barclays’
represents our core promise to all current and future employees. It is the characteristic that we want to be
associated with as an employer, and therefore is at the heart of every employee experience. Following are the four
supporting pillars of our employee value proposition:

 Be More Globally Connected

 Be More Inspired
 Be More Impactful
 Be More Valued

Also do find the link below

https://now.barclays.com/WCP/content/intranet/en/functions/operations-and-technology/global-service-
centre/EVP.html

Purpose and Values

Our purpose is creating opportunities to rise. We support sustainable and inclusive growth by connecting the ideas,
innovations and aspirations of our customers and clients to the capital that can bring them to life. For over 325 years
we have funded progress, and today we remain committed to helping make our world more sustainable, more
inclusive and more connected.

Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.

Respect
We respect and value those we work with, and the contribution that they make.

Integrity
We act fairly, ethically and openly in all we do.

For further information about Barclays, please visit our website www.barclays.com

We are an equal opportunity employer and we are opposed to discrimination on any grounds. If this position requires the person to be an
Approved Person under the Financial Services and Markets Act 2000 (FSMA), disclosure of spent convictions within the meaning set out in
the Rehabilitation of Offenders Act 1974 (Exceptions) Order 1975 will be required.
 Service
We put our clients and customers at the centre of what we do.

Excellence
We use our energy, skills and resources to deliver the best, sustainable results.

Stewardship
We are passionate about leaving things better than we found them.

For further information about Barclays, please visit our website www.barclays.com

We are an equal opportunity employer and we are opposed to discrimination on any grounds. If this position requires the person to be an
Approved Person under the Financial Services and Markets Act 2000 (FSMA), disclosure of spent convictions within the meaning set out in
the Rehabilitation of Offenders Act 1974 (Exceptions) Order 1975 will be required.