Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy and to provide oversight and adequacy for expected losses arising from borrowers' defaults on loans, bonds, and other credit instruments
Job Summary
Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy and to provide oversight and adequacy for expected losses arising from borrowers' defaults on loans, bonds, and other credit instruments.
Develop, calibrate, and implement credit risk models that estimate the probability of default (PD) and loss given default (LGD) for various borrower segments and credit products and explain the outcomes.
Deliver internal/external regulatory reporting including committees and requirements relating to regulatory capital and impairment.
Matching Summary
Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy and to provide oversight and adequacy for expected losses arising from borrowers' defaults on loans, bonds, and other credit instruments.
Skills & Requirements
Must-have
Credit risk models
Quantitative models
Risk forecasting tools
Portfolio stress testing
Credit risk data management
Regulatory capital reporting
Nice-to-have
Continuous improvement
Leadership behaviours
Stakeholder management
Embedding new policies
Barclays Values
Barclays Mindset
Key Requirements
Degree in analytical/business related discipline
Experience with SAS, SQL, Python
Post-graduate degree
Knowledge of Credit risk management
Knowledge of Capital regulatory standards (CRDIV)
Knowledge of Impairment provisioning standards (IFRS9)