John Webb

Experience

• 

  University of Leeds

  Jan 1991 - Jan 1992

  Research Fellow
• 

  Barclays

  Jan 1993 - Jan 2001

  Acquired expert knowledge of the workings of KMV Portfolio Manager and the interpretation of the outputs of the modelInterpreted parts of the new Basel Capital Accord and demonstrated the effect upon the Barclays Group portfolio of credit risk Managed a team of analysts to provide technical and analytical support to Country RiskSupplied reporting capability for Country Risk

  • Manager, Finance Research

    Jan 1999 - Jan 2001

  • Manager, Information Systems, Country Risk

    Jan 1998 - Jan 1999

  • Analyst, Barclays Home Finance

    Jan 1993 - Jan 1998
• 

  Barclays

  Aug 2001 - Aug 2014

  Responsible for the measurement, monitoring and reporting of economic capital for the Barclays Corporate loan portfolioImplemented economic capital methodologies into pricing modelsAnalysed the effect of new Basel rules on regulatory capital for the corporate loan bookModelled economic capital and cash flow to support risk transfer transactionsMaintained MKMV’s Portfolio Manager software and associated hardware for the simulation of economic capital and portfolio loan loss distributionsFurther developed and maintained an economic capital scenario planning toolIncorporated the Barclays international wholesale credit risk portfolio into the existing UK portfolioManaged new model development for the calculation of wholesale credit risk economic capitalDeveloped tailored pricing models for large corporate loansContributed to the creation and management of a highly capable and functional quant analytics team, personally managing a team of up to five specialist staff.Established a credible and manageable framework for the independent validation of models for the Corporate Bank’s risk functionValidated corporate credit risk modelsTransferred the Corporate Bank´s portfolio modelling process and capability to Group Risk Show less Developed and supported economic capital scenario planning toolDeveloped and implemented an analytic formula used to emulate the economic capital allocated to individual facilities by MKMV’s Portfolio ManagerQuantified the effect of risk transfer transactions on the Barclays Commercial portfolio of credit riskCalculated and reported economic capital for the Barclays Commercial wholesale credit risk portfolioDeveloped new measures of portfolio losses as a means of monitoring, measuring and controlling unexpected loss on the corporate loan bookUsed KMV’s Portfolio Manager to assess and quantify the effects of economic scenarios and realisation of business plans on Barclays Commercial portfolio of credit risk including stress testing and the forecasting of provisionsSupported the use and understanding of credit risk portfolio management within the Barclays Commercial Bank Show less

  • Director (Principal Quant)

    Aug 2005 - Aug 2014

  • Vice President (Senior Quant)

    Aug 2001 - Aug 2005
• 

  Deloitte

  Feb 2015 - Mar 2017

  Associate Director

  Risk advisory

• 

  4most

  Mar 2017 - Jun 2018

  Head of Corporate Models
• 

  Tes

  May 2019 - Jul 2019

  SKE Physics
• 

  Camden School for Girls

  Aug 2019 - Jun 2020

  Trainee Physics Teacher
• 

  Highgate Wood School and Sixth Form

  Aug 2020 - Aug 2023

  Physics Teacher
• 

  Fortismere School

  Aug 2023 - now

  Physics Teacher