Counterparty Risk Management Specialist
2 days ago
At Barclays, we are seeking an experienced Counterparty Risk Manager to join our team in London. This is a unique opportunity to contribute to the measurement, control and management of the Counterparty Credit Risks of the trading book.
Responsibilities
- Real-time calibration of initial margin and collateral haircut requirements for derivative and securities financing transactions across all asset classes.
- Portfolio risk analysis and stress-testing of counterparty risk exposures for the bank.
- Quantitative and qualitative analysis of counterparty risk, looking across market and credit risks.
- Ad hoc portfolio risk analysis of emergent market and macroeconomic events and how they affect the bank's counterparty risk profile.
- Development of management information & presentation of analysis to senior management.
- Assist with annual model reviews owned by the Counterparty Risk Management team, participate in model improvements, recalibrations and impact analysis.
- Contribution to the continuous improvement of risk systems and tools.
Qualifications
- Proven experience in a traded product risk management role ie. Counterparty Credit Risk or Market Risk.
- Pricing and / or risk management experience across derivatives and securities financing products in at least one major asset class.
- Exposure to development of market / credit risk models and methodologies.
- Good understanding of regulatory risk capital requirements, models and metrics.
- Interest in, and awareness of developments in global capital markets.
- Experience with statistical analysis and programming tools e.g. SQL and Python.
- Up to date with global capital markets, comfortable using Bloomberg, Reuters etc.
- Effective, clear communication skills and a highly analytical mind with a strong attention to detail.
- Inquisitive mind set, with ability to critically assess and improve systems and processes.
Salary Estimate
We estimate the salary for this role to be around £80,000 - £110,000 per annum, depending on experience.
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