New York
As Barclays Macro Market Risk Manager AVP you will be a part of the Macro Market Risk Management team, which covers trading desks across the Rates, FX, and EM businesses. This is an exciting opportunity for you as you provide independent information to the business to enhance decision making, whilst providing a control environment which satisfies the objectives set by the regulators.
Barclays is one of the world’s largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We’ve helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.
What will you be doing?
- Ensuring daily signoff of risk, stress, and VaR/SVaR figures, to ensure timely and accurate market risk capture and risk reporting
- Providing accurate & timely production of primary and secondary stress outputs, plus investigation of changes in the market risk that feed into the process
- Daily monitoring of exposures, and utilization against limits, as well as additional ad-hoc analysis, e.g. P&L arising from market moves
- Reviewing VaR and non-VaR limits, as well as scenarios shocks, on a periodic basis
- Supporting the senior risk managers identifying and aggregating the headline risks across the businesses
- Processing and production of the monthly risk not in VaR capitalization figures for the Macro businesses
- Ensuring full risk capture and completeness, both on a procedural (book and mapping) basis, as well as a risk factor (e.g. crosses, higher orders) basis
- Maintaining, improving, and creating risk reports for both informational and supervisory purposes.
What we’re looking for:
- Bachelor’s Degree
- Excellent proficiency in Excel
- Must have ability to evaluate basic Greek sensitivities.
- Some risk management experience across the Rates / FX / EM asset classes, options / linear; G10 / EM.
Skills that will help you in the role:
- Technology proficiency in any of these languages: Python, SQL, VBA, C, C++, Java
- Some experience with relational databases and programming
- Require the ability to disentangle and unpick processes with a view to improving them
- Ability to handle multiple priorities and operate autonomously whilst still being able to escalate appropriately
Where will you be working?
You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.
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