Onsite Risk Measurement Analyst

Posted 6 hours ago

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About the role

  • Risk Measurement Analyst ensuring accurate regulatory capital calculations and credit risk model implementations. Collaborating on complex analysis and reporting for senior stakeholders in the financial sector.

Responsibilities

  • Ensure regulatory and economic capital is calculated accurately in line with external regulation/internal Barclays policy.
  • Provide oversight and adequacy for expected losses arising from borrowers' defaults on loans, bonds, and other credit instruments.
  • Calculation of RWAs/regulatory capital.
  • Development, calibration, and implementation of credit risk models.
  • Delivery of internal/external regulatory reporting regarding regulatory capital.
  • Perform portfolio stress testing exercises.
  • Engage in complex analysis of data from multiple sources of information.

Requirements

  • Experience with analysing and manipulating large datasets using SAS, Python, or similar analytical tools.
  • Experience working with regulatory capital reports, capital or impairment models.
  • Strong understanding of Basel regulatory capital framework.
  • Managing credit risk within retail portfolios such as mortgages, credit cards or Business Banking.
  • The ability to explain complex model outputs in a simple, stakeholder-friendly way.

Benefits

  • Competitive salary
  • Flexible working hours
  • Professional development budget
  • Home office setup allowance
  • Global team events

Job title

Risk Measurement Analyst

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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