VP Counterparty Risk Quant — Stress Testing & Capital

Barclay Simpson; Royal Borough of Greenwich; Hybrid; GBP 110,000 - 160,000; Full time

Job summary

Barclay Simpson is partnering with a leading global banking group to appoint a Vice President, Counterparty Credit Risk Quant in London. This hybrid role sits at the intersection of quantitative modelling, risk management and strategic decision-making, influencing risk measurement and governance across a complex trading business.

You will shape and enhance the stress testing framework, support regulatory capital initiatives and work with senior stakeholders across Risk, Treasury, Finance and

Qualifications

• Strong quantitative capability with risk frameworks in trading environments.
• Experience in counterparty credit risk analytics within banking or capital markets.
• Experience with stress testing, Basel regulations, and ICAAP/ICARA is a plus.

Responsibilities

• Design and enhance Counterparty Credit Risk stress testing frameworks.
• Develop stress scenarios aligned to market risk and regulatory expectations.
• Support ICAAP, ICARA and capital management initiatives.
• Collaborate with global quant teams to implement risk methodologies.
• Present analysis and insights to senior risk committees and leadership teams.
• Ensure frameworks, models and governance processes remain robust and compliant.
• Support development and maintenance of internal and vendor risk models.
• Drive consistency of counterparty risk practices across the wider group.

Skills

Python

SQL

VBA

R

Power BI

Tableau

Tools

Power BI

Tableau

Job description

Barclay Simpson is partnering with a leading global banking group to appoint a Vice President, Counterparty Credit Risk Quant in London. This hybrid role sits at the intersection of quantitative modelling, risk management and strategic decision-making, influencing risk measurement and governance across a complex trading business.

You will shape and enhance the stress testing framework, support regulatory capital initiatives and work with senior stakeholders across Risk, Treasury, Finance and