The Market Risk Management (Credit products) area within Global Risk is responsible for risk managing the primary and secondary credit trading business, the commercial paper business and the loan portfolio management business
The role is based within the Front Office Risk Management team supporting the credit trading businesses
Challenge the trading business on their risk positions
Determination of the daily risk position, ensuring completeness in capturing all risk positions on the desk
Ensure risks are understood, documented and modelled correctly
Ensure that all documentation/ procedures meet regulatory and adult requirements
VaR and Stress test analysis.
Ad-hoc market trend and risk analysis.
Understanding of the changing regulatory environment, including Basel III / CRD IV and Dodd-Frank/ Volcker
Understand IT architecture, including feeds and processes
Help with sign-off on various feeds/ processes
Stakeholder Management and Leadership
Strong relationship skills, able to challenge and communicate cross-functionally and with senior risk management
Decision-making and Problem Solving
Contribute to wider control framework, working with operations, finance, IT, compliance to ensure risks are controlled, transparent and scaleable
Risk and Control Objective
Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.
Good written and verbal skills
Strong governance mentality and good attention to detail
Self-starter, able to think independently and pro-actively drive tasks through to completion
Keen and active interest in financial markets
Desirable skills/Preferred Qualifications:
Masters in Finance or Quantitative Sciences
Experience of VaR and stress testing
Experience in a market risk related role
Knowledge of credit trading businesses
Morgan McKinley is acting as an Employment Agency in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.
Internal Number: 5920685
About Morgan McKinley
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