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Counterparty Risk Analyst at Barclays
Location: Glasgow, Scotland, United Kingdom
Join us as a Counterparty Risk Analyst at Barclays, where you'll contribute to measuring, controlling, and managing the Counterparty Credit Risks of the trading book. The role involves exposure to financial derivatives and securities financing transactions across asset classes, with opportunities to improve risk models, processes, and frameworks.
Responsibilities include:
* Developing management information and presenting analysis to senior management
* Performing portfolio risk analysis and stress-testing counterparty risk exposures
* Conducting quantitative and qualitative analysis of counterparty risk across market and credit risks
* Analyzing the impact of market and macroeconomic events on counterparty risk
* Calibrating initial margin and collateral haircut requirements in real-time
* Participating in model reviews and contributing to system and process improvements
Required experience:
* Statistical analysis and programming skills (SQL, Python)
* Experience in traded product risk management (Counterparty Credit or Market Risk)
* Knowledge of derivatives and securities financing products
* Experience with risk models, regulatory capital requirements, and market developments
* Proficiency with Bloomberg, Reuters, and similar tools
* Strong communication, analytical skills, and attention to detail
Valued skills:
* Market or counterparty credit risk management in investment banking or financial institutions
* Degree in Finance, Engineering, or a quantitative field; Masters preferred
* Professional certifications like FRM, CFA, CQF
Additional details:
Role involves assessing, monitoring, and managing potential financial losses due to counterparty defaults, including credit analysis, stress testing, and collateral management.
Expectations include timely, high-standard work, technical expertise, leadership or advisory capabilities, risk management, and adherence to Barclays' values and behaviors.
Other info:
* Seniority level: Associate
* Employment type: Full-time
* Job function: Finance and Sales
* Industry: Banking and Financial Services
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