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Stress Testing Manager

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Barclays

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Location:
United Kingdom , London

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Category:
Finance

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Contract Type:
Not provided

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Salary:

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Job Description:

As a Stress Testing Manager within Counterparty Credit and Traded Market Risk, you will design and implement stress testing frameworks to assess the impact of market shocks on counterparty credit and traded market risk. You’ll review existing processes, identify gaps, and drive improvements by rewriting workflows and embedding changes into business-as-usual operations. Your work will support high-profile regulatory programmes, including the US Global Market Shock (GMS), through the preparation of key reports, data reconciliation, and variance analysis. You will collaborate with teams across Risk, Finance, and Technology to support change initiatives and lead UAT for new platforms, ensuring systems meet business needs. Your role will involve managing large data sets, automating reporting, and solving problems with a proactive, delivery-focused mindset.

Job Responsibility:

  • Design and implement stress testing frameworks to assess the impact of market shocks on counterparty credit and traded market risk
  • Review existing processes, identify gaps, and drive improvements by rewriting workflows and embedding changes into business-as-usual operations
  • Support high-profile regulatory programmes, including the US Global Market Shock (GMS), through the preparation of key reports, data reconciliation, and variance analysis
  • Collaborate with teams across Risk, Finance, and Technology to support change initiatives and lead UAT for new platforms, ensuring systems meet business needs
  • Manage large data sets, automating reporting, and solving problems with a proactive, delivery-focused mindset
  • Develop and implement, and execute robust stress testing frameworks, methodologies and processes to assess the bank's capital adequacy under external or internal macroeconomic/ financial stress scenarios
  • Development and implementation of stress testing methodologies aligned with regulatory and MRM requirements and best practices
  • Identification and development of relevant risk scenarios reflecting potential economic, market, geopolitical and non-financial (i.e operational, compliance) threats, subject to role scenario design specialist
  • Application of stress testing models to assess the impact of scenarios on the bank's capital, net earnings, and liquidity
  • Analysis and interpretation of stress testing results
  • Delivery and management of Risk Identification for applicable regions through local governance
  • Execution and management of end to end delivery of regulatory reporting processes for regions
  • Delivery and management of risk appetite for local regions

Requirements:

  • Demonstrated ability to manage and analyse large data sets, with a focus on maintaining critical reports and ensuring data accuracy across key risk domains
  • Proven track record of supporting and embedding change programmes into business-as-usual operations, including the resolution of major issues
  • Considerable understanding of counterparty credit risk, wholesale risk, or traded market risk, combined with a results-driven mindset and commitment to delivering high standards

Nice to have:

  • Experience using VBA, Python, or SQL to automate processes, enhance reporting efficiency, and support data analysis
  • Familiarity with risk-related data domains, including maintaining and improving the accuracy of critical reports
What we offer:
  • Hybrid working
  • Structured approach to hybrid working with fixed 'anchor' days
  • Supportive and inclusive culture and environment
  • Commitment to flexible working arrangements
  • Opportunity to embrace mobility and explore operations
  • Global scale with variety, depth and breadth of experience
  • Chance to learn from a globally diverse mix of colleagues

Additional Information:

Job Posted:
January 16, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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