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As a Barclays Stress Testing Methodology and Analytics Vice President you will be responsible for developing, delivering the loss forecasts and its components of Barclays US Consumer Bank (USCB) stress test program. You will primarily be focusing on Climate Change stress tests including CBES (Climate Biennial Exploratory Stress Test), and the annual Internal Stress Test. You will also finalize and deliver all stress test outputs, primarily Climate Change to internal and external (regulatory) standards.
Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.
What will you be doing?
• Leading cross functional team to advise on the mitigation actions for Climate Risk and other stress tests • Working with regulators (FDIC/PRA) and Internal Audit to complete the audit process of all stress tests • Completing and submitting all Risk components of necessary regulatory filings regarding Climate Change impacts for DFAST, PRA, and EBA stress tests • Ensuring quality data is used in all stress test exercises and evidenced in project documentation • Ensuring quality outputs are delivered and evidenced in project documentation • Defining, managing and developing climate risk framework for BCUS. Integration of climate risk in DAF and CRF to enhance the quantification of climate risk • Ensuring compliance with external guidance and rules as well as internal policies and standards and that all necessary governance is followed (ex. Model risk governance) • Tracking and monitoring of stress test models, primarily Climate Risk
What we're looking for:
• Graduate degree (ex. MBA, MS, PhD) in business, statistics, economic or other math based discipline required • 5+ years of experience in financial services • Experience in Risk Management, Planning, Marketing and/or Finance • Very strong hands on abilities with analytic to manage data, conduct analysis, and report results
Skills that will help you in the role:
• Experience of managing Stress Testing, Impairment, and/or Capital for Retail or Wholesale portfolios • Previous team management experience • Experience leading projects with cross-functional teams • Previous SAS, Python knowledge/experience would be beneficial
Where will you be working?
Barclays' Wilmington campus includes two beautiful buildings located along the historic Wilmington Riverfront. A glance out our windows reveal a scenic look at the Christina River, along with a growing riverfront community of luxury apartments, shops, and restaurants. Additionally, the Wilmington train station is a short walk away making travel from New York and Washington, DC convenient.