Job Title: FRTB Analyst
Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.
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.
What will you be doing?
- Executing RIS processes from Data sourcing to Calculation of risk types across any of the asset classes amongst Equity, FX, GIRR, Credit, etc. covered under FRTB-SA rules for Default Risk Charge and Residual Risk Add-on
- Completing RIS processes for QIS reporting on timely basis
- Investigate data quality issues related to FRTB SA – QIS coordinating with Risk Managers, IT, BAs
- Manage high quality and accurate work, under tight deadlines (quarterly reports, adhoc reports)
- Familiarizing with IMA requirements and assist in drafting of process steps and procedure manual
- Ensuring all Control measures and Governance are complied with in executing RIS process
- Assist in reviewing the FRTB capital numbers, upload and sign off in Axiom by senior management.
What we’re looking for:
- Minimum 3+ years of experience in market risk measurements (FRTB exp is preferred) within an investment bank or other financial institution; previous VaR experience is required
- Knowledge of market risk traded products, methodologies, systems and processes, and regulatory requirements
- First degree in Finance, economics, statistics, or engineering is preferable
- CFA, FRM or other related professional qualification is a plus
- Work well in a team and build positive relationships
- Strong programming and database skills with hands-on experience with large datasets
Strong computing skills, experienced with python, Excel Visual Basic, etc
Skills that will help you in the role:
Where will you be working?
Be More at Barclays
At Barclays, each day is about being more – as a professional, and as a person. ‘Be More @ Barclays’ represents our core promise to all current and future employees. It’s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Purpose, Values and Mindset
We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.
Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.
We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.
We operate with honesty, transparency and fairness in all we do.
We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.
We champion innovation, and use our energy, expertise and resources to make a positive difference.
We prize sustainability, and are passionate about leaving things better than we found them.
Our Mindset shapes how we take action, living by our Values, driven by our Purpose, always with our customers and clients at the heart of what we do; our Mindset is to Empower, Challenge and Drive.
Trust and support each other to deliver. Make decisions with those closest to the topic. Include diverse perspectives. Celebrate success and learn from failure.
Question whether things can be done better. Use insights based on data to inform decisions. Be curious about how we can adapt and improve. Speak up and be open to alternative viewpoints.
Focus on outcomes. Deliver with pace. Be passionate and ambitious about what we do. Take personal responsibility. Actively build collaborative relationships to get things done.