555.1km | , UK
|Hours||35 - 35 Hours|
|Days at home||2-3 Per Week|
As a Barclays Manager – RIS Market Risk (FRTB), 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 production of 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 creating financial and digital solutions that the world now takes for granted.
We are currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. We’re flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month, or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally can request work patterns to reflect their personal circumstances. Please discuss the detail of the working pattern options for the role with the hiring manager.
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 support the 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 ties with the city and its communities.