Risk Analyst - Avp

Barclays

Noida, India
Credit risk models
Quantitative models
Portfolio stress testing
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).
  • Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.

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
  • Portfolio stress testing
  • Regulatory capital calculation
  • Economic capital calculation
  • Data management and analysis

Nice-to-have

  • Team leadership
  • Stakeholder management
  • Policy development
  • Cross-functional collaboration
  • Creative problem solving

Key Requirements

  • Degree in analytical/business related discipline
  • SAS, SQL, Python experience
  • Clear and concise communication
  • Project management skills

Work Rights

Not specified

Tailored Resume

Cover Letter