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Supervise the investigation of changes in the market risk that feed into organizational processes
Supervise system migration projects and risk models stability and evolution from a market risk perspective
Provide additional ad hoc risk valuation reporting and analysis if requested by the management and desk (e.g. P&L analysis arising from market moves)
Supervise agency desk daily risk exposure to document, evaluate and ensure timely signoff on risk, stress and VaR/SVaR figures on a daily basis
Supervise direct reports for accurate and timely production of primary and secondary stress outputs
Manage daily risk exposure and utilization against defined limits
Action on limit excesses and change requests and proceed with necessary steps with limit excess and change requests from business to ensure risk management framework works as intended
Maintain, improve, and create risk reports for both informational and supervisory purposes (e.g. improving stress scenarios through implementing new techniques and investigating abnormal stress figures)
Collection and analysis of market data from various sources and ensuring risk is correctly captured, modelled and capitalised
Escalation of critical risk issues or breaches to Traders and senior Risk Management Leadership teams for timely action, as may be required
Review and provision of feedback on market risk models including change governance
Internal, Regulatory and Scenario stress testing for the Trading portfolio, as required
Steer and execution projects of market risk wide-significance e.g. FRTB, One Risk, as required
Requirements
Supervise the investigation of changes in the market risk that feed into organizational processes
Supervise system migration projects and risk models stability and evolution from a market risk perspective
Provide additional ad hoc risk valuation reporting and analysis if requested by the management and desk (e.g. P&L analysis arising from market moves)
Supervise agency desk daily risk exposure to document, evaluate and ensure timely signoff on risk, stress and VaR/SVaR figures on a daily basis
Supervise direct reports for accurate and timely production of primary and secondary stress outputs
Manage daily risk exposure and utilization against defined limits
Action on limit excesses and change requests and proceed with necessary steps with limit excess and change requests from business to ensure risk management framework works as intended
Maintain, improve, and create risk reports for both informational and supervisory purposes (e.g. improving stress scenarios through implementing new techniques and investigating abnormal stress figures)
What we offer
Incentives pursuant to Barclays Employee Referral Program
fitness centre
health centre with primary and urgent care, wellness exams, health coaching, and vaccinations
colleague restaurant and private executive dining room