Credit Risk Portfolio Analytics & Reporting

The risk manager will cover risk oversight from a credit and investments risk perspective.

They will provide credit collateral risk/derivatives margining and investments risk oversight support, specifically covering lending value requests for financial assets collateral, margin requests on derivatives and fiduciary investment risk controls reporting.

Some essential skills for the role include:

• Strong understanding of lending value methodologies for various financial asset types and derivatives margining methodologies
• Strong understanding of financial assets and markets
• Strong data analytical skills

You may be assessed on key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Location: Glasgow

Purpose of the role

To manage and optimise the bank's overall credit risk exposure by monitoring, analysing, and reporting on the creditworthiness of its lending portfolio.

Accountabilities

• Monitoring the financial performance and risk profile of the entire lending portfolio, including individual borrowers, sectors, and geographic regions.
• Analysis of credit trends, identify early warning signs of potential borrowers' issues, and assess the impact of economic and market developments on the portfolio.
• Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses.
• Performance of portfolio stress testing exercises to assess the impact of various economic and market scenarios on the portfolio's risk profile.
• Definition and setting of portfolio, segment and customer risk appetite, policy and limits. Overseeing first line execution within these parameters.

Assistant Vice President Expectations

• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
• OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.