Basel IV Analyst

London, United Kingdom
02 Feb 2023
09 Feb 2023
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barcla ys CVA Analyst (FRTB), yo u will play a key part of the team providing professional risk analysis and delivery of a quality end product. You will manage the Risk Information Services (RIS) processes for CVA based Capital Reporting, ensuring quality and timeliness targets are met for the regulatory requirements.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

Working Flexibly
We're committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers' and clients' needs. Whether you have family commitments or you're a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility, then please discuss this with the hiring manager, and your request will be reviewed subject to business needs.

Hybrid Working
We are currently in the early stages of implementing a hybrid working environment, which means 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. We're flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances

What will you be doing?
• You will provide Data Quality process support and reporting
• Handling production tasks for daily calculation and reporting of CVA Risk capital charge
• Delivering CVA Risk analytics to the global stakeholder base
• You will maintain and enhance in-house analysis methodologies and tools
• Establishing effective working relationships and collaborate constructively within RIS globally and other operational teams
• Driving continuous improvement by initiating, leading and/or assisting in development/ implementation of targeted solutions to address infrastructure gaps or inefficiencies
• Contributing to learning and development of the team through effective documentation and training

What we're looking for:
• Numerate post graduate qualification or significant equivalent experience
• Sound understanding of Financial markets and Financial Products
• Knowledge of Capital reporting regulatory requirements
• A good understanding of the Risk Control and Governance framework with ability to assist with the monitoring and management of the control tasks

Skills that will help you in the role:
• Excellent computing skills including Advanced Excel and Python and high degree of proficiency in SQL
• Financial products knowledge
• Experience in Market Risk Data Quality Control / Market Risk will be an advantage

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.

  • You need to sign in to save