This role involves spearheading the evolution of digital landscapes by revolutionizing Advanced Internal Ratings Based (AIRB) credit models within the Corporate and Investment Bank
Job Summary
This role involves spearheading the evolution of digital landscapes by revolutionizing Advanced Internal Ratings Based (AIRB) credit models within the Corporate and Investment Bank.
The successful candidate will collaborate with Model Owners and heads of departments to manage existing inventory of wholesale credit risk models including PD, EAD, and LGD.
Candidates must demonstrate conformance to Barclays Enterprise Risk Management Policies while driving innovation through cutting-edge technology and data analytics.
Matching Summary
This role involves spearheading the evolution of digital landscapes by revolutionizing Advanced Internal Ratings Based (AIRB) credit models within the Corporate and Investment Bank.
Skills & Requirements
Must-have
Wholesale Credit Risk experience
Python and Tableau/Qlik automation
Internal Ratings Based (AIRB) model knowledge
Data provisioning from CapIQ Moody's Refinitiv
Balance Sheet Income Statement Cash flow analysis
Nice-to-have
Gen AI application in analytics
Project leadership in transformation initiatives
Strong collaborative cross-functional skills
Proactive risk culture development
Emerging risk area deep dive capabilities
Key Requirements
Significant experience in Wholesale Credit Risk
Deep understanding of Quantitative drivers for credit risk