- Entry level
- No Education
- Salary to negotiate
Credit Risk: Capital and Strategic Risk (AVP) - 90228425
Posting Range:2 Apr 2019 - Ongoing
Job Title: Credit Risk: Capital and Strategic Management (AVP)
The role will be primarily focused on supporting Retail Credit Risk’s input to CROs from Germany Profolio and Barclays Business Service. This important hire for the bank will involve the leadership of the monthly and quarterty BAU process to calculate and comment on the risk parameters change. Deep dive analysis on key findings in order to support the development and credit risk model PMA
What will you be doing?
• The role will be primarily focused on supporting Retail Credit Risk’s input to CROs from Germany Profolio and Barclays Business Service.
• Lead and Monthly and Quarlty BAU process to calculate and comments on the risk parameters change. Deep dive analysis on key findings.
• To support the development and credit risk model PMA.
• Complex numerical analysis.
• Model / PMA development in SAS,(previous experience in credit risk, impairment or forecast modelling will be an advantage).
• Interpreting and articulating credit risk regulatory rules and requirements, such as Downturn Adjustment, Margin of Conservitism, and Defination of default.
• Documentation of the model and process.
• The role requires interaction with key stakeholders includes Modelling Analyst team from NYC, IT & data based in London, internal control and ERRP project team. Face off to business area SMEs, understanding high level requirements and challenging, where necessary..
What we’re looking for:
• Experience in SQL, SAS or credit risk modelling
• Credit risk / impairment or forecast modelling
• Understanding of retail credit risk metrics and/or experience in a risk management role or other control function.
• Good written and verbal skills, a strong governance and challenging mentality and good attention to detail.
Skills that will help you in the role:
• Confident, clear and articulate, with the ability to engage with staff at all levels, including the Chief Risk Officer and his direct reports.
• Degree in Finance, Maths, Sciences, Engineering or Economics or substantial directly related experience.
• Understanding / experience of risk model build.
Where will you be working?
This role is based from One Churchill Place which is the Global Headquarters for Barclays. The offices are based centrally in Canary Wharf with excellent transport links and a range of local amenities.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with us.
About the company
Barclays moves, lends, invests and protects money for 48 million customers and clients worldwide.
We have over 325 years of history and expertise in banking. From our beginnings in Lombard Street, London through to the launch of the world’s first ATM and innovative mobile phone payments services, find out more about our achievements to date.
Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.