The Portfolio Management function is part of the 2nd LOD risk team to provide check/challenge and capital/impairment insight to support effective business decision making through : - Assessment of capital (Credit Risk RWAs) including production of medium term plan (MTP) forecasts and stress testing. - 2nd LOD risk oversight of monthly impairment calculation adequacy, forecasting and stress testing. - Definition and ongoing monitoring of risk appetite. - Deep dive analysis of the portfolios to unearth risk trends What will you be doing? - 2nd LOD risk oversight of impairment and capital reporting/outlook, providing insight into portfolio movements to aid business understanding of core financials/adequacy levels and potential risks/opportunities. - Undertake capital forecasting/stress testing exercises and assess impacts of impairment forecasts on risk appetite metrics. - Provide subject matter expertise for various regulatory change projects e.g. definition of default updates. - Conduct periodic assessments of capital ratings system against internal policy and regulatory requirements, working with relevant teams to close out any identified gaps. What we're looking for : - Impairment, Capital or Modelling experience. - Experience in SQL/SAS. - Good written and verbal skills, a strong governance and challenging mentality with excellent attention to detail. - Understanding of retail credit risk metrics and/or experience in a risk management role or other control function. Skills that will help you in the role : - Degree in Finance, Maths, Sciences, Engineering or Economics or substantial directly related experience. - Confident, clear and articulate, with the ability to engage with stakeholders at all levels. - Excellent understanding of Capital, RWA, IRB / Standardised, ICAAP - Experience of stress testing

Noida

Barclays - AVP - Portfolio Risk 

Barclays - AVP - Portfolio Risk  ,Job Description for Barclays - AVP - Portfolio Risk  in Barclays in  Noida for (5-10) years of experience. Apply Now!

Job Description for Barclays - AVP - Portfolio Risk  in Barclays in  Noida for (5-10) years of experience. Apply Now!