Quantitative Model Developer

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 operationalize 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.

Assistant Vice President Expectations

• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organization sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practices (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders 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.

We are seeking a Gen AI (Artificial Intelligence) Model Developer with a specialisation in ML(Machine Learning) to join our global Quantitative Analytics (QA) team within the Risk AI division. This role presents an opportunity to join a new function within the organization with a focus on providing and maintaining Gen AI solutions for the middle office.

To be successful as a Gen AI Model Developer you should have experience with:

•    Creating models and tools for risk managers and other business users using the latest advancements in Gen AI. 
•    Machine learning concepts, software engineering in Python, statistical analysis, and data processing.
•    Cloud-based systems and numerical analysis.

Some other highly valued skills may include:

•    Experience in LLMs( Large language models)
•    Vector Databases
•    SQL, NoSQL DBs and Amazon Bedrock

You may be assessed on the key critical skills relevant for this 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 is based in our Prague Location.