Risk Measurement Irb Repair Vp

Barclays

Noida, India
Credit risk models
Quantitative models
Data management and analysis
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).
  • 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.

Skills & Requirements

Must-have

  • Credit risk models
  • Quantitative models
  • Data management and analysis
  • SAS, SQL, Python
  • Stakeholder management
  • Project management skills

Nice-to-have

  • Leadership and accountability
  • Sophisticated analytical thought
  • Trusting relationships and partnerships
  • Barclays Values and Mindset
  • Retail lending knowledge
  • Financial services industry knowledge

Key Requirements

  • Degree in analytical/business related discipline
  • Experience in data processing software
  • Clear and concise communication
  • Current Role Grade as VP

Work Rights

Not specified

Tailored Resume

Cover Letter