Portfolio Risk & Risk Measurement Analyst Job at Barclays (Noida)

Risk Measurement Analyst

You’ll play a hands‑on role in how Barclays measures, explains, and forecasts ca...

Location

United Kingdom , Edinburgh; Manchester; Northampton

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Analysing and manipulating large datasets using SAS, Python, or similar analytical tools
Working with regulatory capital reports, capital or impairment models
Strong understanding of Basel regulatory capital framework

Job Responsibility

Calculation of RWAs/regulatory capital
Development, calibration, and implementation of credit risk models that estimate the probability of default (PD) and loss given default (LGD)
Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses
Analysis of credit trends, identify early warning signs of potential borrowers' issues, and assess the impact of economic and market developments
Performance of portfolio stress testing exercises
Maintenance and management of credit risk data effectively
Delivery of internal/external regulatory reporting
Calculation of economic capital and associated reporting within ICAAP

What we offer

Wellness rooms
Gyms
Mental health support
Modern workspaces
Collaborative areas
State-of-the-art meeting rooms
On-site cafeterias
Fitness centers
Tech-equipped workstations

Fulltime

Portfolio Credit Risk Management 2nd Lod Lead Analyst, Vice President

The Portfolio Credit Risk Management role oversees portfolio risk management act...

Location

United States , Getzville

Salary:

92000.00 - 138000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

6-10 years of experience
Proven experience in overseeing, challenging, and reviewing credit portfolio management
Demonstrable understanding of credit analysis and counterparty risk with the ability to provide robust oversight and review
Solid experience in the review, challenge and oversight of loanable value methodology and portfolio stress testing
Ability to oversee, evaluate and challenge risk management tools and exposure monitoring processes
Proficient in accuracy and completeness of credit data with the capability to oversee, challenge and review data sets
Experience in overseeing, challenging, and reviewing risk management processes and portfolio risk reports
Comprehensive understanding of risk measurements with a proven oversight, challenge and review skill set
Competence in interpreting and analyzing complex financial data and making informed decisions
Understanding of credit analysis, counterparty risk, and portfolio stress testing

Job Responsibility

Oversee credit portfolio limits and stress testing, ensuring a balance between risk and reward and maintaining the company's risk appetite
Develop advanced methodologies for limit setting within the credit portfolio, factoring in industry trends, regulatory standards, and internal risk appetite
Manage comprehensive risk profiles, coordinating with regulatory bodies, conducting regular portfolio health checks and anticipatory identification of top risk factors
Direct regular portfolio analysis, providing updates on portfolio performance, market trends, and risk factors for ongoing risk assessment and mitigation
Lead governance discussions, interpreting limit governance rules and overseeing activities related to single name and distribution risk to ensure regulatory compliance
Represent and coordinate the second line of defense in terms of risk appetite engagement, effectively communicating and managing risk statements and assessments
Supervise the end-to-end framework for the adequacy of credit reserve and stress testing, ensuring proper management of the credit portfolio
Examine, challenge, and validate new account strategies and account management development for robust checks, minimizing potential risk exposure
Conduct rigorous internal and oversight reviews, probing into internal processes and controls, and managing any ensuing internal audits or regulatory examinations
Assess risk when making business decisions, using advanced analytical skills to evaluate potential risks and protect the firm's reputation

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards

Fulltime

Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Portfolio Management Group (PMG) is risk management group covering Citi’s Bankin...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience in the financial industry, with significant exposure in developing analytical methodologies and modeling frameworks for credit risk measurement, regulatory capital and/or stress testing
3+ years of prior experience in a model development or model risk management function primarily working on PD and risk rating models and methodologies
Knowledge of coding in R, Python, or SAS, as well as writing and/or reviewing technical documentation
Comprehensive understanding of quantitative and qualitative methodologies and regulatory requirements used in credit risk modeling, particularly for the capital, stress testing and reserves calculations
Demonstrated knowledge across various wholesale credit portfolios and products, including an understanding of financial instruments and market dynamics
Ability to assess complex issues through root cause analysis and other analytical techniques
Strong oral and written communication skills, with a proven ability to synthesize complex concepts, translate into "user friendly" language, and present effectively and persuasively in text or slide format
Strong analytical skills with ability to identify and communicate root causes and trends
Proficient in Microsoft Office, particularly Excel (metrics and data analysis), PowerPoint (presentations), and Word (documentation)
Ability to manage multiple priorities and tasks, highly motivated with attention to detail, team-oriented, organized, pro-active, and capable of executing effectively across businesses, functions, and geographies

Job Responsibility

Support risk rating model oversight activities and prepare Governance Forum reviews, including prioritization of model changes, development, and assessment of model limitations and overlays
Provide independent review of annual and multi-year model enhancement plans to formulate holistic opinion on these developments to aid Senior Management decisions and meet Model Users expectations
Build sustainable, repeatable, and automated analytics supporting centralized model and risk rating related governance, including benchmarking and independent performance analysis of risk rating and PD models
Perform advanced ad hoc analytics and root cause analyses to respond to regulatory and business questions and provide insights, leveraging the best market practices and knowledge on risk ratings, PD modelling and related concepts
Support business and independent risk analysis to provide portfolio insights, define requirements, navigating technical model and risk rating policy and process related terms and documentation
Partner with and support the Model Sponsors, Model Developers, Model Users in 1st and 2nd line of business and Governance Forum activities concerning Wholesale Risk Ratings models and methodologies
Liaise with Model Developers to implement model methodology, such as inputs and outputs, along with qualitative components and model adjustments to ensure alignment with portfolio-specific nuances and expectations
Collaborate closely with other functions, such as product development and technology to ensure seamless integration and execution of model and risk rating oversight and implementation activities

What we offer

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources

Fulltime

Investment Portfolio Analyst

Wells Fargo is seeking an Investment Portfolio Analyst to join the PSA Balance a...

Location

United States , Charlotte

Salary:

Not provided

Wells Fargo

Expiration Date

Until further notice

Requirements

2+ years of Investment Portfolio Management, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
A BS/BA degree or higher in accounting, finance, or economics
An understanding of fixed-income products including mortgage-backed securities, structured products, municipal bonds, interest rate swaps and US Treasury bonds
Programming ability in Python or SQL and familiarity with data science or similar programming/ database experience
Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important
Experience researching complex issues, distilling information into concise presentations and offering actionable resolutions

Job Responsibility

Support the Investment Portfolio forecast process including reporting, analysis, and communication of results
Support the interest rate risk scenario analysis process including reporting, analysis, and communication of results
Collaborate and consult with team members on the analytics, derivatives, and securities teams, management, internal audit, risk management and model governance teams
Partner with investment teams to support the implementation of new strategies to ensure seamless integration into risk measurements
Drive business process improvements utilizing Business Intelligence and other automation tools, and AI

Fulltime

Business Risk Analyst

In Business Risk -Credit and Price Risk Execution (IBR) is looking for an indivi...

Location

Poland , Warsaw

Salary:

85870.00 - 135730.00 PLN / Year

Citi

Expiration Date

Until further notice

Requirements

Bachelor's/University degree in finance or related domain
1-3 years experience in credit risk management, measures and control functions
Knowledge of counterparty credit risk exposure and how it is calculated in a trading environment
Experience in a particular asset class or cross-asset derivative products and their corresponding risk profiles, counterparty credit risk process and settlement operation process
Experience in middle office, settlement operations or credit risk role is a plus
Experience in data quality investigations, tracking and resolution
Attention to detail working under pressure
Excellent oral and written communication with senior business partners and ability to provide timely information to these groups to make informed trading and credit risk decisions
Demonstrate integrity and exercise sound decision making and problem-solving skills especially when working with tight timelines in a high-volume environment
Proficient in MS Excel and PowerPoint

Job Responsibility

Monitor Intraday Counterparty Credit Exposures against limits. Investigate, validate and resolve credit excesses, coordinating with Markets Sales and Trading and Credit Risk Managers to either implement a solution to allow the customer to continue to trade within risk appetite or stop trading
Undertake time sensitive data quality investigations to remove barriers in trading caused by credit exposure data quality, or system process issues. This involves close coordination with Trading, Sales, Risk Management, Technology and Operations
Monitor the settlements exception queue for each Markets business trading location in the region. Investigate and advise Operations on how to proceed with settlement and where necessary, facilitate credit approvals to proceed
Work closely with portfolio risk managers and settlement operations to review and resolve settlement exposure breaches
Provide subject matter expertise in credit risk exposure monitoring, control and calculation in a Markets trading environment
Develop a high degree of technical and policy understanding with respect to credit limit and exposure processing
Perform credit excess analytics and produce ICT MI reporting various Counterparty Credit Risk Management Forums
Develop and maintain effective working relationships with colleagues across 1 and 2LoD

What we offer

Work in a challenging area of the financial industry with one of the world's leading companies, gaining exposure to a variety of products, processes, and controls
Cooperation with a high-quality, international, multicultural, and global team
Work in a friendly and diversified environment that appreciates differences in style and perspective, leveraging them to add value to decisions leading to organizational success
Management that supports balanced and agile work (flexible working hours, home office)
Attractive benefits package (Benefit System, medical care, pension plan, etc.)
A chance to make a difference through various affinity networks and charity initiatives

Fulltime

Counterparty Credit Risk Analyst - Funds

Institutional Credit Management (ICM) is a critical component of Citi’s First Li...

Location

United States , Getzville; Irving

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Demonstrable financial services experience, including 2-3 years of credit experience in Banking, Credit Risk Management or equivalent credit experience
Strong knowledge of Wholesale Credit Processes and organizational awareness including ICM Risk Analysis (ICM) functions, covered portfolios/products, and processes
Sound understanding of policies and procedures with the ability to execute change seamlessly
Well-developed analytical skills, including an understanding of key financial components (liquidity position, leverage profile with the ability to form independent opinions on credit and recognize emerging risks
Solid and thorough knowledge of Citi´s systems
Experience in preparing presentations for seniors
Full awareness and adherence to the control environment including Quality Assurance and Quality Control
Strategic orientation to ensure the ICM Underwriting organization continues to be positioned as a thoughtful and proactive partner on driving best practices to support safety and soundness within ICM and Citi
Experience and familiarity with Real Money Funds, Asset Managers, Pension Funds – Industry products and relevant CCR risk measures
Intermediate analytical skills, including an understanding of key financial components (liquidity position, leverage profile) with the ability to identify root causes and trends and anticipate horizon issues

Job Responsibility

Assess the credit and financial strength of Citi’s Real Money Funds Clients by performing fundamental credit analysis of counterparties using both quantitative and qualitative factors
Complete Credit Analysis Write-up Memos and Final Obligor Risk Ratings of Citi’s Funds Counterparties based on independent assessment and judgement completed on the due diligence of the client and industry knowledge to provide appropriate extensions of credit remaining within Risk appetite
Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit issues to Underwriting Team Leads, 2LoD Risk Partners and BCMA partners
Review and provide recommendation on the risk rating across the Funds sector
Partner with regional and industry stakeholders in Underwriting, 2LoD, and BCMA in the implementation of credit assessment and monitoring standards for applicable portfolios
Support ICG Risk Analysis Voice of the Employee (VOE) initiatives
Travel (less than 10%)

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
planned time off (vacation)
unplanned time off (sick leave)
paid holidays

Fulltime

1st Line Risk Analyst

Marex is seeking a 1st Line Risk Analyst who will play a key role in supporting ...

Location

United States , Chicago

Salary:

70000.00 - 90000.00 USD / Year

Marex

Expiration Date

Until further notice

Requirements

Bachelor’s degree or higher in Finance, Mathematics, Economics, or a related quantitative discipline
At least one to three (1-3) years of experience in market risk management or a comparable analytical role
Strong understanding of financial products, risk/reward dynamics, and market risk concepts, including VaR, stress testing, and Greeks
Proficiency in Excel and familiarity with Bloomberg and TS Imagine
ability to adapt to proprietary systems
Excellent verbal and written communication skills
Experience working in a regulated environment and knowledge of the risk and compliance requirements associated with this

Job Responsibility

Conduct ongoing review and analysis of key market risk measures, including Value-at-Risk (VaR), Greeks, and stress tests
Evaluate portfolio and transaction-level risk exposures, influencing outcomes in line with the firm’s risk appetite
Collaborate with Risk Engineering and other teams to develop and enhance risk measurement methodologies, models, and stress testing frameworks
Identify and monitor emerging risks, including basis risks and concentrated positions
Assist in the establishment and maintenance of risk limits, thresholds, and alert systems
Assess the potential impact of macroeconomic and geopolitical events on portfolio vulnerabilities
Communicate risk insights, findings, and recommendations to senior management and relevant stakeholders in a clear and timely manner
Contribute to the continuous improvement of the firm’s risk culture through education, information sharing, and collaboration
Ensuring compliance with the company’s regulatory requirements under the SEC, FINRA, NFA, CFTC and other applicable exchanges
Adhere to the operational risk framework for your role ensuring that all regulatory or company determined parameters are complied with

What we offer

eligible for discretionary bonus

Fulltime

Credit Portfolio Analyst I, Officer

The Credit Portfolio Analyst is an entry-level position responsible for particip...

Location

India , Gurugram; Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Previous relevant experience preferred
Experience in financial analysis, accounting and valuation
Consistently demonstrate clear and concise written and verbal communication
Proven analytical, problem-solving and entrepreneurial skills
Demonstrated ability to work under limited supervision as well as in a team environment
Bachelor's degree/University degree or equivalent experience

Job Responsibility

Work directly with client businesses to change process flow while maintaining required functionality and adherence to policy and procedure requirements
Develop and utilize risk management tools for measurement, monitoring and management of clients' exposure and assist with synchronization and cleanup of static data across multiple applications
Perform standard daily and weekly analyses as well as customized risk analyses and communicate key findings to senior management
Create presentations and documents for internal and external use on topics such as Risk Group functions, margin methodologies and risk issues
Analyze control environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures, ensuring they are in sync with market practices
Represent the department to internal and external credit officers, auditors and regulatory agencies as their issues relate to market risk and control issues
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

What we offer

Programs and services for physical and mental well-being including access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Resources to manage financial well-being and help plan for the future
Access to an array of learning and development resources
Variety of programs that help employees balance their work and life, including generous paid time off packages
Resources and tools to volunteer in the communities

Fulltime

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