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Market Risk Specialist - VP

United States, New York 188178.00 - 200000.00 USD / Year · Job Posted May 03, 2026
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Job Responsibility

  • 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

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