This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
You’ll play a hands‑on role in how Barclays measures, explains, and forecasts capital and RWAs for retail portfolios. As a Risk Measurement Analyst, your focus will be on producing accurate RWA calculations, delivering forward‑looking capital forecasts, and providing clear insight into what is driving movements in capital over the business plan and stress horizons. You’ll work directly with complex capital models and large datasets, taking ownership for the accuracy, control, and regulatory compliance of model outputs.
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
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
Nice to have:
Managing credit risk within retail portfolios such as mortgages, credit cards or Business Banking
The ability to explain complex model outputs in a simple, stakeholder‑friendly way