Job Description

Purpose of the role

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

Accountabilities

Design analytics and modelling solutions to complex business problems using domain expertise.
Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users.
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
Ensure all development activities are undertaken within the defined control environment.

Assistant Vice President Expectations

To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others.
OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
Take ownership for managing risk and strengthening controls in relation to the work done.
Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
Communicate complex information. Complex information could include sensitive information or information that is difficult to communicate because of its content or its audience.
Influence or convince stakeholders to achieve outcomes.

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.

Embark on a transformative journey as AVP - Credit Risk Financial Analyst 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 unapparelled customer experiences.

Join us in this exciting role as a Credit Risk Financial Analyst with Project Eagle. Project Eagle is a strategic enhancement programme designed to provide a holistic overhaul of Advanced Internal Ratings Based (AIRB) credit models used within the Barclays Corporate and Investment Bank (CIB) Wholesale portfolio.

The role requires close collaboration with the Model Owner and the heads of various departments across Credit Risk, Quantitative Analytics, Data teams, Technology & the Front Office to manage our existing inventory of wholesale credit risk models (PD, EAD, LGD)

To be successful in this role as a Credit Risk Financial Analyst, you should possess the following skillsets:

Development and execution of data provisioning from various sources for counterparties, including internal systems, external databases, and third-party vendors (CapIQ, Moody's, Refinitiv)
Deep understanding of Quantitative drivers required for Wholesale Credit Risk including but not limited to Balance Sheet, Income Statement and Cash flow statement
Experience in automating data workflows, dashboards using Python, Tableau/Qlik, Gen AI
Strong understanding of the regulation of Internal Ratings Based models of credit risk as well as the fundamentals of credit risk analysis.
Significant experience in demonstrating steer, excellence and proactive leadership in transformation projects
Monitor compliance of policies and procedures relative to operational and regulatory risk exposure
Design and implement controls that are designed effectively and operate efficiently to proactively manage risk.
Perform reviews and deep dives into Emerging risk areas to provide holistic and meaningful solutions for risk mitigation & process improvement.
Strong collaborative skills, inspiring and encouraging personal excellence within and outside the team.
Drive proactive risk culture and conduct training and awareness.

Some Other Highly Valued Skills Include

Credit Risk Model ecosystem experience
Advanced data management and analytics skills
Problem solving skills on an independent basis

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 and digital and technology, as well as job-specific technical skills.

This role is open for our Mumbai/ Noida office

AVP -Credit Risk Financial Analyst

AVP –Credit Risk Financial Analyst