Market Risk Specialist - Avp

Barclays

Mumbai, India
Solid understanding of irs sov bonds xccy swap cds cdx equity options
Holistic knowledge of market risk var svar stresses scenario analysis
Technical knowledge sql vba python
This role involves setting risk appetite, monitoring limits, and managing backtesting for the Trading portfolio

Job Summary

  • This role involves setting risk appetite, monitoring limits, and managing backtesting for the Trading portfolio.
  • The successful candidate will collaborate with stakeholders across PCG, Market Risk Management, RegLiason, and Quants to ensure accurate risk reporting.
  • Candidates must possess strong technical skills in SQL, VBA, or Python alongside a deep understanding of financial instruments and macroeconomic parameters.

Matching Summary

This role involves setting risk appetite, monitoring limits, and managing backtesting for the Trading portfolio.

Skills & Requirements

Must-have

  • Solid understanding of IRS Sov Bonds XCCY Swap CDS CDX Equity Options
  • Holistic knowledge of Market Risk VaR SVaR Stresses scenario analysis
  • Technical knowledge SQL VBA Python

Nice-to-have

  • Ability to coordinate with multiple teams for timely reporting
  • Self-motivated with excellent communication skills
  • Understanding of legal entity implications on risk and capital

Key Requirements

  • Postgraduate degree in Financial Markets
  • Experience with regulatory stress testing and FRTB projects

Work Rights

Not specified

Tailored Resume

Cover Letter