ICAAP and CCR Stress testing - AVP

Embark on a transformative journey as an ICAAP and CCR Stress testing at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences.

The role holder will work both independently and as part of a team to provide expert analysis and commentary on the bank's wholesale credit and counterparty credit risk profile and internal capital assessment. This is an exciting opportunity for someone who wants to work with, Treasury and Capital Management, Trading and Banking teams to understand the risk on wholesale credit risk (WCR), derivative and financing transactions.

To be a successful ICAAP and CCR Stress testing you should have experience with :

• Strong track record in risk management.
• Detailed understanding of CCR and WCR models (EEPE, PFE, RWA, LGD, EAD and Economic Capital) and capital calculations.
• Detailed knowledge of Financial Markets, Wholesale Credit and Derivative Products and strong analytical skills with a high attention to detail.
• Experience in dealing with large and complex data structures and stress testing methodologies.

Some Other Highly Valued Skills May Include

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking, as well as job-specific technical skills.

The job location of this role is Mumbai.

Purpose of the role

To assess the capital requirements of the bank's credit portfolio under various economic and risk scenarios and design and execute stress testing exercises to measure the potential impact of adverse events on the bank's credit losses, risk-weighted assets, and capital adequacy

Accountabilities

Assistant Vice President Expectations

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

Skills Required

Risk Management, ead, lgd, economic capital, Financial Markets, RWA