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) for various borrower segments and credit products.
Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
Matching Summary
Ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy.