Risk Manager

Barclays

Noida, India
Regulatory and economic capital calculation
Credit risk models (pd, lgd)
Quantitative models and risk forecasting
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).
  • 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.

Skills & Requirements

Must-have

  • Regulatory and economic capital calculation
  • Credit risk models (PD, LGD)
  • Quantitative models and risk forecasting
  • Credit trend analysis
  • Portfolio stress testing
  • Credit risk data management
  • Regulatory reporting

Nice-to-have

  • Continuous improvement
  • Leadership behaviours (L.E.A.D.)
  • Barclays Values and Mindset
  • Stakeholder management
  • Advising and influencing decision making

Key Requirements

  • Degree in an analytical/business related discipline
  • Experience in SAS, SQL, Python
  • Knowledge of Credit risk management in retail lending
  • Knowledge of Capital regulatory standards (CRDIV)
  • Knowledge of Impairment provisioning standards (IFRS9)

Work Rights

Not specified

Tailored Resume

Cover Letter