Avp - Wcr Portfolio

**Job Title**: AVP - WCR Portfolio

**Location**:Mumbai

**About Barclays**

**Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.**

**Risk and Control Objective**

Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

**Working Flexibly**

We’re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers’ and clients’ needs. Whether you have family commitments or you’re a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life.

If you would like some flexibility then please discuss this with the hiring manager.

**Introduction**:

- The role proactively reviews and analyses the risk profile of the CIB credit portfolios
- Reviews limits and recommends adjustments in line with governance
- Coordinates and presents data and analytics on priority portfolios for senior management
- Ensure all activities/reports related to review & maintenance of limits are in accordance with BCBS239 principles/guidelines

**What will you be doing?**
- Support & Review the delivery of key strategic and regulatory deliverables including Mandate and Scale framework, Assessment of key portfolio metrics/analytics supporting Mandate & Scale framework.
- Support setting, monitoring and review of limits within the Mandate and Scale framework, which enables a granular allocation of Risk Appetite to avoid excessive concentrations (industry, product or geography)
- Identify internal and external risks to the portfolio and assess the impact of various events (e.g. market events) on the portfolio
- Coordinate & Lead the governance process for Mandate and Scale framework, including CRMF and submissions to WCRMC; as well as implementing updates to PLM system in line with governance outcomes
- Support other business areas with any adhoc requirements.
- Coordinate & complete tasks assigned by BCBS239 & Conformance Unit.
- Understand and interpret variation in key credit metrics like PD, LGD, Business Products
- Identify and challenge data quality issues and support resolution

**What we’re looking for**:

- Strong track record in risk management with a leading Corporate and/or Investment Bank (4yrs+).
- Effective, clear communication skills, both written & oral
- Strong mentorship & soft skills
- Strong working knowledge of Excel, SAS (or R), SQL is a must
- Understanding of Credit Risk modelling including PD, LGD and EAD analytics
- Strong PowerPoint skills
- Highly analytical mind with a strong attention to detail
- Strong organisational and prioritisation skills
- Ability to work accurately and efficiently in a time pressured environment

**Skills that will help you in the role**:

- Graduate (preferably with a Masters degree) with exposure to Finance, Mathematics, Economics and/or Technology
- Familiarity with the principles of portfolio management
- Experience coordinating/working within a credit risk limit framework
- Experience with wholesale credit/banking book and securitisation risk modelling, stress testing & scenario analysis is a strong plus
- Familiarity with the calculation and monitoring of RWA under Advanced and Standardised approaches

**Where will you be working?**

Mumbai

**Be More at Barclays**

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

**Purpose, Values and Mindset**

We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.

Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.

**Respect**

We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.

**Integrity**

We operate with honesty, transparency and fairness in all we do.

**Service**

We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.

**Excellence**

We champion innovation, and use our energy, expertise and resources to make a positive difference.

**Stewardship**

We prize