Barclays - Business Analyst - Stress Test/Value At Risk - Risk Domain

Business Analyst - Stress Test, Value At Risk - Risk Domain

- Assist Global Stakeholder's

- Coordinate in data Governance and aggregation

- Assist in the Global Stress Test data quality process and monitoring framework

Main Function of the Job :

The Global Stress Testing framework will be multi-year project, impacting multiple entities within Barclays, ultimately resulting in full Global Stress Testing. Significant effort will be required to conduct the stress test and comply with other requirements around the following :

- Company run stress testing including policies and procedures

- Estimates of projected revenues, losses, reserves and pro forma capital levels

- Supporting documentation for analyses used in capital plan

- Regulatory Reporting of results and supporting documentation

- Effective governance - Board and Senior Management Oversight

- Internal Audit review

- Model validation and model risk governance

- Effective challenge framework

Base and stress projection capabilities will need to be built/enhanced, considerations including :

- Leveraging of Barclays Group versus new local processes

- Tactical analyses versus strategic solutions

Main Duties and Responsibilities :

- Assist Global Stress Testing stakeholders (Model Owners, QA, Treasury, Barclaycard, RWA, Reg Reporting) in the development of model data requirements as part of model development, calibration, & execution

- Coordinate data sourcing and aggregation used as part of model inputs across all business areas within the IHC

- Assist in the development of a Global Stress Testing data quality process and monitoring framework

- Assist in developing a data governance and attestation framework for the Global Stress Testing program

- Assist in the development of robust internal controls including policies and procedures; change control; and review by internal audit

- Assist in the development of the business architecture required to support the Global Stress Testing

- Assist with stakeholders with management reporting development

Interested candidate can apply with updated resume along with the below details :

Current CTC:
Notice Period:
Expected CTC:
Willing to relocate to Chennai:
Current Location:
Years experience as a Business Analysis in Risk Domain ?