Risk Measurement Irb Repair Vp

Barclays

Noida, India
Regulatory capital calculation expertise
Credit risk model development and calibration
Sas sql python data processing skills
The role ensures accurate calculation of regulatory and economic capital in line with external regulations and internal policies

Job Summary

  • The role ensures accurate calculation of regulatory and economic capital in line with external regulations and internal policies.
  • Candidates will develop and calibrate credit risk models to estimate probability of default and loss given default for various borrower segments.
  • Success requires delivering internal and external regulatory reporting while managing portfolio stress testing exercises against economic scenarios.

Matching Summary

The role ensures accurate calculation of regulatory and economic capital in line with external regulations and internal policies.

Skills & Requirements

Must-have

  • Regulatory capital calculation expertise
  • Credit risk model development and calibration
  • SAS SQL Python data processing skills
  • Portfolio stress testing execution
  • IFRS9 impairment provisioning knowledge

Nice-to-have

  • Basel IV regulatory standards awareness
  • Strategic thinking and business acumen
  • Stakeholder management at senior levels
  • Change and transformation leadership
  • Digital technology innovation mindset

Key Requirements

  • Degree in analytical or business related discipline
  • Current Vice President grade level experience
  • Experience with CRDIV and Basel IV requirements

Work Rights

Not specified

Tailored Resume

Cover Letter