Risk Measurement Irb Repair Vp

Barclays

Noida, India
Credit risk models
Quantitative models
Risk forecasting tools
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.

Skills & Requirements

Must-have

  • Credit risk models
  • Quantitative models
  • Risk forecasting tools
  • Credit trends analysis
  • Portfolio stress testing
  • Credit risk data management
  • Regulatory reporting

Nice-to-have

  • Leadership and accountability
  • Sophisticated analytical thought
  • Innovative solutions
  • Trusting relationships and partnerships
  • Influencing and negotiating skills
  • Barclays Values and Mindset

Key Requirements

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

Work Rights

Not specified

Tailored Resume

Cover Letter