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.
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