Basel IV Analyst

London, United Kingdom
18 Aug 2022
01 Sep 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays Basel IV Analyst, you will be managing the RIS processes for the Fundamental Review of Trading Book, CVA reporting covering the Standardised Approach (FRTB - SA CVA) as well as the Basic Approach (FRTB - BA CVA) whilst ensuring quality and timeliness targets are met.

Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.

We are an equal opportunity employer and we are opposed to discrimination on any grounds.

Hybrid Working
We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Executing RIS processes from Data sourcing to Calculation of risk for FRTB - SA CBA (Standardised Approach) and FRTB - BA CVA (Basic Approach)
• Adhering to internally governed controls
• Completing RIS processes for QIS (Quarterly Impact Study) reporting on a timely basis
• Investigating data quality issues related to FRTB - QIS coordinating with Risk Managers, IT and BAs
• Managing high quality and accurate work under tight deadlines such as quarterly reports and ad-hoc reports
• Ensuring all Control measures and Governance are complied with in executing RIS process
• Assisting in reviewing the FRTB capital numbers, upload and sign off in Axiom by senior management

What we're looking for:
• Numerate post graduate or professional qualification with quantitative subjects
• Advanced Excel VBA skills and high degree of proficiency in SQL
• Knowledge of Incremental Risk Charge and Comprehensive Risk Measure and the relevant production process and methodologies
• Experience in Market Risk Data Quality Control and a knowledge of both financial products and emerging risk measures like expected shortfall

Skills that will help you in the role:
• Solid understanding of market risk methodologies and infrastructure especially reporting data flows and processes
• Extensive experience and knowledge of stress testing procedures, particularly with reference to FDSF

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.

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