Modelled Market Risk Manager - Glasgow, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

Glasgow, United Kingdom

3 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

As a Barclays Modelled Market Risk Manager, you will work as part of the Risk Information Services (RIS) Team and manage the processes for one or more asset classes.

You will be responsible for ensuring that quality and timeliness targets are met for productionof the Risk numbers supporting Value at Risk (VaR) based processes and Fundamental Review of the Trading Book (FRTB) focussed processes and analysis.

You will also act as a team lead for more junior members of the team.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality, and innovation behind us.

We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive and creatingfinancial and digital solutions that the world now takes for granted.

What will you be doing?:

Managing daily processes to ensure timely delivery of VaR, position and stress reporting adhering to internally and externally governed deadlines for publishing data
Analysing FRTB regulations and their impact on the Market Risk Infrastructure
Analysing risk measures, model impact and appropriate controls around FRTB Internal Model Approach
Being involved in the Quantitative Investment Strategies to estimate the Market Risk impact for the firm under the FRTB framework
Providing leadership and facilitation of training to RIS team members
You will plan and schedule production process for regular and Business Continuity Management Purposes
Investigating issues and driving the remediation of data quality issues related to FRTB reporting and collaborate with stakeholders for resolution
Coordinating with various teams involved in strategic development methodology developers, data streams, system owners, and IT analysts

What we're looking for:

Numerate post graduate qualification or equivalent experience
Experience and understanding of market risk methodologies and infrastructure especially reporting data flows and processes in one or more of the asset classes
Extensive experience and knowledge of Capital reporting regulatory requirements particularly with reference to FRTB and knowledge of market data validation processes
A good understanding of Risk Control and Governance framework with an aim to assisting with the monitoring and management of the control tasks

Skills that will help you in the role:

Advanced computing skills including Advanced Excel and Python and high degree of proficiency in SQL
Financial products knowledge
Experience in Market Risk Data Quality Control
Leaderships skills with ability to present to senior stakeholders

Where will you be working?
Our new state-of-the-art Campus, right in the heart of Glasgow is a hub of creative collaboration. A place where everyone can bring their true selves to work and reach their full potential.

Home to 5,000 of our colleagues, our Tradeston campus will supportthe community in more ways than one - by creating thousands of new career opportunities and celebrating local artists.

A short walk from Central Station on the south of the Clyde, it will be a key location for the Barclays business that will deepen our tieswith the city and its communities.

LW2020