Impairment and Capital

**Date live**:
06/09/2025
**Business Area**:
Risk
**Area of Expertise**:
Risk and Quantitative Analytics
**Contract**:
Permanent
**Reference Code**:
JR-0000049226
In Risk Barclays develops, recommends, and implements controls and cost-effective approaches to minimise Barclay's risks, identifies and analyses potential sources of loss to minimise risk and estimate the potential financial consequences of an occurring loss.
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Join us as an Impairment and Capital AVP at Barclays in the risk measurement team, 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.
**Risk Measurement is the team responsible for**:
Management of monthly RWA calculations
Capital reporting and analysis
Capital Forecasting and Stress Testing
Impairment Oversight
To be successful as an Impairment and Capital AVP, you must possess (Basic/ Essential Qualifications):
Understanding/working exp with statistical Models.
Good analytical skills and exp with SAS, preferred Python.
Knowledge of financial services industry and market.
**Some other highly valued skills may include**:
Knowledge of Credit risk management in retail lending.
Knowledge of Capital regulatory standards (CRDIV).
Forecasting, portfolio risk management, risk modelling technique knowledge.
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.
**Location**: Noida.
Purpose of the role
To ensure regulatory and economic capital is calculated accurately and in line with external regulation / internal Barclays policy and to provide oversight and adequacy for expected losses arising from borrowers' defaults on loans, bonds, and other credit instruments.
Accountabilities
Calculation of RWAs/regulatory capital.
Development, calibration, and implementation of credit risk models that estimate the probability of default (PD) and loss given default (LGD) for various borrower segments and credit products and explain the outcomes.
Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses.
Analysis of credit trends, identify early warning signs of potential borrowers' issues, and assess the impact of economic and market developments on the portfolio credit losses and regulatory capitlal.
Performance of portfolio stress testing exercises to assess the impact of various economic and market scenarios on regulatory capital.
Maintenance and management of credit risk data effectively, ensuring accuracy, integrity, and timeliness.
Delivery of internal/external regulatory reporting including committees and requirements relating to regulatory capital and impairment.
Calculation of economic capital and associated reporting within ICAAP.
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