Market Risk Specialist - Avp

Barclays

Mumbai, India
Market risk specialist
Trading portfolio risk
Market data analysis
Set the risk appetite for the Trading portfolio and actively calibrate and monitor limits

Job Summary

  • Set the risk appetite for the Trading portfolio and actively calibrate and monitor limits.
  • Collect and analyze market data, ensure risk is captured, modeled, and capitalized, and escalate critical risk issues.
  • Lead collaborative assignments, guide team members, and consult on complex issues to mitigate risk and strengthen controls.

Matching Summary

Set the risk appetite for the Trading portfolio and actively calibrate and monitor limits.

Skills & Requirements

Must-have

  • Market Risk Specialist
  • Trading portfolio risk
  • Market data analysis
  • Risk modelling
  • SQL/VBA/Python technical knowledge
  • Product knowledge (IRS, Bonds, Swaps, Options)

Nice-to-have

  • Collaborate closely with other functions
  • Advise and influence decision making
  • Creative problem solving
  • Communicate complex information
  • Stakeholder influence

Key Requirements

  • Postgraduate degree in Financial Markets
  • Understanding of legal entity implications
  • Experience with VaR/SVaR, Stresses, and scenario analysis

Work Rights

Not specified

Tailored Resume

Cover Letter