To set the risk appetite setting for the Trading portfolio and active calibration & monitoring of limits
Job Summary
To set the risk appetite setting for the Trading portfolio and active calibration & monitoring of limits.
Collaborate closely with other functions/ business divisions and lead a team performing complex tasks.
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.
Matching Summary
To set the risk appetite setting for the Trading portfolio and active calibration & monitoring of limits.
Skills & Requirements
Must-have
market data analysis
risk modelling and capitalisation
market risk models
stress testing
stakeholder management
risk oversight
Nice-to-have
collaboration with business divisions
policy development
operational effectiveness
creative problem solving
influencing stakeholders
Key Requirements
Relevant work experience in algorithmic trading
Understanding of electronic trading regulations
MBA or Masters in a quantitative field
Experience with Risk oversight in Market Risk or Operational Risk or Credit Risk Management
Understanding of Markets, products like Equities, Rates, FX, Credit