Market Risk Specialist - Avp

jobs.barclays

Mumbai, India
Not specified; not specified; not specified
Solid understanding of irs sov bonds xccy swap cds cdx equity options
Holistic knowledge of market risk management var svar stresses
Technical knowledge sql vba python
The role involves setting risk appetite, calibrating limits, and managing backtesting for the Trading portfolio

Job Summary

  • The role involves setting risk appetite, calibrating limits, and managing backtesting for the Trading portfolio.
  • Candidates must possess strong technical skills in SQL, VBA, or Python alongside deep knowledge of financial instruments like IRS and Equities.
  • This position requires collaboration with stakeholders across PCG, Market Risk Management, and Regulatory Liaison teams to ensure accurate risk reporting.

Matching Summary

The role involves setting risk appetite, calibrating limits, and managing backtesting for the Trading portfolio.

Salary

Not specified; Not specified; Not specified

Skills & Requirements

Must-have

  • Solid understanding of IRS Sov Bonds XCCY Swap CDS CDX Equity Options
  • Holistic knowledge of Market Risk management VaR SVaR Stresses
  • Technical knowledge SQL VBA Python
  • Understanding legal entity implications for risk management
  • Experience with regulatory stress testing and FRTB

Nice-to-have

  • Ability to coordinate with multiple teams for timely reporting
  • Strong communication skills for complex information
  • Self-motivated with ownership of responsibilities
  • Postgraduate degree in Financial Markets
  • Collaborative approach across business divisions

Key Requirements

  • Postgraduate or similar degree in Financial Markets
  • AVP level experience in market risk
  • Knowledge of legal entity risk implications

Work Rights

Not specified

Tailored Resume

Cover Letter