Marketing Risk Manager
New York, NY
As a Barclays Marketing Risk Manager within the Macro Market Risk Management team, you will cover trading desks across the Traded Credit businesses in the US. You will also provide additional and 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?
• Monitoring risk positions against Market Risk and Issuer Risk limits; escalation of overages as appropriate
• Performing quantitative and qualitative analysis of risk positions, including regular and ad-hoc analysis of VaR, IRC, Stress Testing and Market Risk RWAs
• Supporting the senior risk managers in identifying and aggregating the headline risks across the businesses, and producing commentary of associated risks in the context of market trends
• Performing regular catch ups with the trading desk challenging outsized or illiquid Market risks as appropriate, whilst providing analysis to help the business to grow in a controlled manner
• Using technical skills to work with IT and risk reporting functions to streamline existing reporting processes and develop new reports and tools to facilitate risk monitoring
• Ensuring full risk capture and completeness, both on a procedural basis, as well as a risk factor basis
What we’re looking for:
• Motivated self-starter, able to operate from day one with minimal supervision
• Proficiency in Excel and at least one of these languages is required: Python, SQL, VBA, C, C++, Java
• Must have an ability to evaluate basic Greek sensitivities
• Ability to propose, create, and deploy views and appropriate cuts of risks, including creation of new metrics or scenarios, in order to visualize and subsequently summarize risk
Skills that will help you in the role:
• Ability to handle multiple priorities and operate autonomously whilst still being able to escalate appropriately
• Excellent interpersonal skills, with confidence to follow up with multiple upstream and downstream teams, on a frequent basis, particularly during the daily BAU production process
• Some risk management experience, preferably in the Credit asset class
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.