Vp - Private Bank & Wealth Management

Barclays

Noida, India
Credit risk model development
Quantitative analysis and forecasting
Sas or python programming
Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy

Job Summary

  • Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy.
  • Develop, calibrate, and implement credit risk models that estimate the probability of default (PD) and loss given default (LGD).
  • Provide second line oversight through detailed risk measurement, including impairment and capital oversight.

Matching Summary

Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy.

Skills & Requirements

Must-have

  • Credit risk model development
  • Quantitative analysis and forecasting
  • SAS or Python programming
  • Regulatory capital calculation
  • Portfolio stress testing

Nice-to-have

  • Stakeholder management and communication
  • Self-driven and networking skills
  • Understanding of control frameworks
  • Strategic thinking and business acumen

Key Requirements

  • Minimum 3-5 years of experience in credit risk or quantitative analysis
  • Proficiency in SAS or Python
  • Strong understanding of credit risk principles

Work Rights

Not specified

Tailored Resume

Cover Letter