2 Basel Framework Jobs

Join us as an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics 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 unparalleled customer experiences. You will be responsible for developing best-in-class credit risk models using industry-leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. To be successful as an AVP Quantitative Analytics CCR Modeler, you should have experience with: - Knowledge of CCR IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modeling, PFE (Potential Future exposure), EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modeling (Interest Rates, Equities, Credit, Commodities, etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13, etc. - Hands-on coding experience (as a full-stack developer/agile developer, etc.). - Experience in Model Development and/or Model Validation (core development experience preferred). - Experience in Stress Testing/Scenarios Modeling, Statistical Modeling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation. This role is based out of Mumbai. **Purpose of the role:** To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. **Accountabilities:** - Design analytics and modeling solutions to complex business problems using domain expertise. - Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments, and tools. - Development of high-performing, comprehensively documented analytics and modeling solutions, demonstrating their efficacy to business users and independent validation teams. - Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalize them. - Provision of ongoing support for the continued effectiveness of analytics and modeling solutions to users. - Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy. - Ensure all development activities are undertaken within the defined control environment. **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 behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviors are: L - Listen and be authentic, E - Energize and inspire, A - Align across the enterprise, D - Develop others. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship - our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset - to Empower, Challenge, and Drive - the operating manual for how we behave.,

Key Responsibilities Strategy Responsible to manage Regulatory reporting function and its deliverables in accordance with Regulatory requirements and provider greater insights across all Capital metrics submitted to the stakeholders. Work across Group, Country, Business and Change teams with an aim to improve accuracy of reporting and drive initiatives to optimize Capital and RWA thereby contributing to improve Group RoTE. Business Strong functional content across Basel framework (Basel II, III and IV); Capital metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. Understanding of Moody&aposs reporting platforms is an advantage. SAS and/or Python knowledge is an added benefit. Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Processes Ensure the operational efficiency, accuracy and completeness of the reports are monitored with appropriate KPIs. Establish robust control and governance on the reporting process including the requirements to manage report quality and operational control. This includes expected data quality monitoring required in the reporting standards for regulatory reporting. Continuously strive for process improvement with standardisation, simplification and automation. People & Talent Collaborate with various teams to resolve Capital issues; transition changes into BAU efficiently that is aligned with the regulatory and banks technology objectives. Build relationships to improve collaboration across Change, Technology and Business teams to implement changes into Capital CoE Risk Management Candidate needs to be able to articulate the Capital metrics and drive the discussion with Senior stakeholders across Finance, Risk, Treasury and Business to meet the requirements. Provide Consultation/Support in dealing with business queries relating to Capital metrics , all other internal and external capital regulatory reports Governance Monitor and ensure that appropriate Change governance is followed across all transformation initiatives. Represent the function at the governance forums in place for tracking change initiatives and influence decisions in respect of the change backlog, prioritisation, choice of technology tools and the operating model. Regulatory & Business Conduct Display exemplary conduct and live by the Groups Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Lead to achieve the outcomes set out in the Banks Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment.] Serve as a Director of the Board Exercise authorities delegated by the Board of Directors and act in accordance with Articles of Association (or equivalent) Key stakeholders GPO/GPM, Capital CoE Group Regulatory Reporting Head and Reporting Leads Credit and Market Risk functions Functional Heads and Leads Capital Technology and PSS Head and Leads across PSS and Technology Capital Change Management - Head and Leads across Capital Change Country Regulatory Reporting CFO, Financial Controller and Country Leads Qualifications MBA (Fin) or Masters in finance / Accountancy / Economics or affiliated subjects; Undergraduate degree in Science / Engineering / Commerce. Chartered Accountant: Risk Management or related Professional Certification will be an added advantage. Minimum of 14 years of Capital Regulatory Reporting. Strong knowledge of Capital regulations and metrics; Proficient in analytics to drive deep understanding of Capital; Collaboration mindset; able to deliver solutions to improve BAU. Skills And Experience Strong functional content across Basel framework (Basel II, III and IV); Capital metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. SAS and/or Python knowledge is an added benefit Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Stakeholder engagement (across geographies) People leadership and management Technical skills like Advanced Excel (including macro) and Python / R Knowledge on Balance Sheet Management systems like Moodys, Oracle, QRM About Standard Chartered We&aposre an international bank, nimble enough to act, big enough for impact. For more than 170 years, we&aposve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you&aposre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can&apost wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you&aposll see how we value difference and advocate inclusion. Together We Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What We Offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. Show more Show less