ICAAP and CCR Stress testing - AVP

Embark on a transformative journey as an ICAAP and CCR Stress testing professional at Barclays. You will spearhead the evolution of the digital landscape, driving innovation and excellence by harnessing cutting-edge technology to revolutionize digital offerings, ensuring unparalleled customer experiences. As an ICAAP and CCR Stress testing role holder, you will work 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 exciting opportunity involves collaborating with Treasury and Capital Management, Trading, and Banking teams to understand risk on wholesale credit risk (WCR), derivative, and financing transactions. To be successful in this role, you should have a strong track record in risk management, a detailed understanding of CCR and WCR models (EEPE, PFE, RWA, LGD, EAD, and Economic Capital), and capital calculations. Additionally, detailed knowledge of Financial Markets, Wholesale Credit and Derivative Products, strong analytical skills with high attention to detail, experience in dealing with large and complex data structures, and stress testing methodologies are essential. Highly valued skills may include related professional qualifications (e.g., FRM, CFA, CQF), a Bachelor's degree in Finance, Engineering, or a Mathematical/Quantitative related field, regulatory knowledge (CRR, PRA, EBA), and knowledge of econometrics methods used in risk modeling. The job location for 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, 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:** - Development and maintenance of stress testing models and methodologies for different credit portfolio segments. - Designing and execution of stress testing scenarios incorporating diverse macroeconomic factors, industry trends, and portfolio-specific risks. - Analysis of the efficiency of capital allocation across different business lines and products. - Analysis and interpretation of stress test results, including forecasting expected credit losses, risk-weighted assets, and capital needs. - Management and analysis of large datasets relevant to credit risk and stress testing. **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 work that impacts the entire business function. Set objectives, coach employees, and appraise performance relative to objectives, determining reward outcomes. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. For individual contributors, they will lead collaborative assignments, guide team members, identify new directions for assignments or projects, and consult on complex issues. All colleagues are expected to demonstrate Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,