Counterparty Risk Manager

Recruiter
Barclays
Location
New York, USA
Salary
Competitive
Posted
03 Dec 2021
Closes
17 Dec 2021
Ref
12880414
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
VP, Counterparty Risk Management
New York

As a Barclays VP, Counterparty Risk Management you will help drive our risk analysis, review and challenge agenda. You will work both independently and as part of a team to provide expert analysis and commentary on the bank's counterparty risk profile. In addition, you will liaise with Sales and Trading to understand the risk of derivative and financing transactions and with Quantitative Analysis to understand risk models behaviour.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

What will you be doing?

• Risking of derivative and securities financing transactions across products. Reviewing portfolio risk management of counterparty risk exposures for the bank
• Analyzing quantitative and qualitative counterparty risk. Developing and improving of management information
• Analyzing emergent market and macroeconomic events and how they affect the bank's counterparty risk profile
• Contributing to the continuous improvement of risk systems and tools
• Presenting analysis and results to senior management
• Ensuring the appropriate model governance and control environment is in place and maintained
• Providing leadership and subject matter expertise across wider Credit Risk community
• Training and development of junior team members

What we're looking for:

• Degree in Finance, Sciences, Engineering or related field
• Strong track record in risk management with a leading Investment and/or Corporate Bank. Good understanding of derivatives pricing and risk metrics
• Experience with market environment simulations, statistical/data analysis
• Working knowledge of SQL, R, Python, VBA, familiarity with stochastic calculus

Skills that will help you in the role:

• Graduate degree in a quantitative filed
• Related post graduate study (e.g. FRM, CFA, CQF)
• Financial modelling experience, familiar with object oriented programing
• Experience with algorithm parallelization in a statically or dynamically typed language

Where will you be working?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.

#LI - RM2021

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