Join us as a Counterparty Risk Analyst at Barclays Business Banking. This role offers an exciting opportunity to contribute to the measurement, control, and management of Counterparty Credit Risks within the trading book. The successful candidate will work with financial derivatives and securities financing transactions across all asset classes, and help improve risk models, processes, and frameworks.
Some responsibilities include:
1. Developing management information and presenting analysis to senior management.
2. Conducting portfolio risk analysis and stress-testing counterparty risk exposures.
3. Performing quantitative and qualitative analysis of counterparty risk across market and credit risks.
4. Analyzing emergent market and macroeconomic events and their impact on the bank’s risk profile.
5. Calibrating initial margin and collateral haircut requirements in real-time.
6. Participating in model reviews, improvements, and recalibrations.
7. Contributing to the enhancement of risk systems and tools.
To succeed, you should have experience with:
* Statistical analysis and programming tools such as SQL and Python.
* Risk management roles related to traded products, including Counterparty Credit Risk or Market Risk.
* Pricing and risk management practices for derivatives and securities financing across major asset classes.
* Development of market and credit risk models and methodologies.
* Understanding of regulatory risk capital requirements and metrics.
* Knowledge of global capital markets, with experience using Bloomberg, Reuters, etc.
* Strong communication skills, analytical mindset, and attention to detail.
* An inquisitive mindset with the ability to critically assess systems and processes.
Highly valued additional skills include:
* Experience in market or counterparty credit risk management within leading financial institutions.
* A degree in Finance, Engineering, or similar quantitative fields, potentially at the Masters level.
* Relevant certifications such as FRM, CFA, CQF.
The role is based in Glasgow and involves assessing, monitoring, and managing potential financial losses from counterparty defaults. Key accountabilities include monitoring exposures, analyzing financial health of counterparties, developing credit scoring models, conducting stress tests, and managing collateral agreements.
Expectations include timely and high-standard performance, technical expertise, leadership or technical development, and collaboration across teams. Demonstrating Barclays' values and mindset is essential.
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