Risk Measurement IRB Repair VP
As a Risk Measurement IRB Repair VP at Barclays, you will drive projects related to adequate impairment and capital measurement, identify opportunities to rationalize impairment and capital, and produce short-term forecasting and outlooks. You will measure forecast versus actuals performance and conduct portfolio analytics to understand drivers of impairment and risk-weighted assets (RWAs). The role involves developing, calibrating, and implementing credit risk models that estimate probability of default (PD) and loss given default (LGD) for various borrower segments. You will perform portfolio stress testing exercises to assess the impact of economic and market scenarios on regulatory capital. Additionally, you will support implementation of new models and policies, maintain credit risk data ensuring accuracy and integrity, and deliver internal and external regulatory reporting including ICAAP. Strong data management skills using SAS, SQL, and Python are essential, along with knowledge of Basel IV, IFRS9, and credit risk management in retail lending.
