Credit Risk - Stress Testing and Capital

Location: Mumbai

Introduction:

We are looking for an experienced risk analyst to help drive our stress testing, risk analysis, review and challenge agenda. As an experienced risk professional the candidate should be able to work both independently and as part of a team to provide expert analysis and commentary on the bank's stress testing and counterparty risk profile. In addition, the successful candidate will liaise with other risk, Finance and Capital Management functions to analyse stress testing exercises on derivative and financing transactions.

What will you be doing?

• Coordinate and contribute quantification of risk-based losses under market-wide stress scenario for various stress testing exercises
• Coordinate and contribute project work streams spanning a wide range of activities including scenario design, stress loss calculations, economic capital, and governance
• Quantitative and qualitative analysis of credit risk
• Development and improvement of management information
• Ad hoc portfolio risk analysis of emergent market and macroeconomic events and how they affect the bank's counterparty risk profile in a financial stress
• Contribution to the continuous improvement of risk systems and tools
• Presentation of analysis and results to senior management

What we're looking for:

• Degree in finance, engineering or a quantitative area related field
• Experience with dealing large and complex data structures and Familiarity with stress testing concepts
• Knowledge of credit risk models (PFE, RWA, LGD, EAD) and capital calculations;
• Familiar with Financial Markets and Derivative Products and strong analytical skills with a high attention to detail

Skills that will help you in the Role :

• Masters Degree
• Related professional certification (e.g. CFA, FRM, CQF)
• Programming skills; preferably (Python, R, VBA, SQL)
• A self-starter with strong communication and good team player and pro-active approach and be able to plan, organize and work independently.

Where will you be working?

Mumbai

Be More at Barclays

At Barclays, each day is about being more - as a professional, and as a person. 'Be More @ Barclays' represents our core promise to all current and future employees. It's the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.

Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.

Our Values

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.

Our Diversity

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 Benefits

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.