Portfolio Risk Oversight VP: Stress Testing & Climate Risk

Barclays Bank US; Wilmington (DE); On-site; USD 200,000 - 320,000; Full time

Job summary

Barclays Bank US is seeking a Portfolio Risk Oversight VP to provide independent second-line oversight across retail credit risk, stress testing, risk appetite, and climate risk for U.S. Consumer Bank portfolios.

You will lead oversight of retail lending and credit card stress testing, review credit-loss forecasts, and deliver decision-focused reporting to senior leadership. The role involves overseeing risk appetite limits, integrating climate considerations into risk frameworks, and

Qualifications

• Experience in stress testing, risk forecasting, impairment modelling, or portfolio risk management.
• Understanding of CECL, IFRS 9, credit loss frameworks, scenario design, and stress testing methodologies.
• Experience in risk appetite, limit setting, portfolio monitoring, and governance reporting.
• Proficiency with SAS, Python, SQL, Excel, or similar analytical tools.
• Proven ability to challenge models, assumptions, methodologies, results, and management overlays.
• Experience in regulatory, audit, or control environments including exposure to FRB, FDIC, CCAR, PRA, or internal audit expectations.

Responsibilities

• Monitoring the financial performance and risk profile of the entire lending portfolio, including individual borrowers, sectors, and geographic regions.
• Analysis of credit trends, identify early warning signs of potential borrowers' issues, and assess the impact of economic and market developments on the portfolio.
• Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses.
• Performance of portfolio stress testing exercises to assess the impact of various economic and market scenarios on the portfolio's risk profile.
• Definition and setting of portfolio, segment and customer risk appetite, policy and limits. Overseeing first line execution within these parameters.

Skills

Stress testing

Risk forecasting

Impairment modelling

Portfolio risk management

Model challenge

Governance reporting

Regulatory/audit exposure

Analytical thinking

Tools

SAS

Python

SQL

Excel

Job description

Barclays Bank US is seeking a Portfolio Risk Oversight VP to provide independent second-line oversight across retail credit risk, stress testing, risk appetite, and climate risk for U.S. Consumer Bank portfolios.

You will lead oversight of retail lending and credit card stress testing, review credit-loss forecasts, and deliver decision-focused reporting to senior leadership. The role involves overseeing risk appetite limits, integrating climate considerations into risk frameworks, and