Market Risk FRTB

As a Barclays Market Risk Manager FRTB (Fundamental Review of the Trading Book) you will be part of the team shaping the future of market risk calculations within Barclays. You will support strategic Market Risk initiatives relating to the FRTB and support the development of a suite of new calculations and model frameworks. An exciting opportunity to be involved in a fast paced and dynamic project with strategic importance.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Working with key stakeholders to provide quantitative support to the build out of FRTB
• Supporting the Risk leads in aspects of the FRTB development e.g. specific calculation components, data issues, investigations of outputs
• Identifying areas of model weakness and working on remediation or monitoring approaches
• You will be involved in User acceptance testing as and required
• Developing control processes and reporting tools to support the Risk function and model monitoring frameworks.
• Supporting model applications through internal and external governance processes.

What we're looking for:
• Bachelor or Master's degree in Finance, Maths, Statistics, Sciences, Engineering or Economics or substantial directly related experience
• Experience and interest in financial markets (market risk, counterparty credit risk, product control, QA or IVU)
• Excellent written and verbal communication skills
• An analytical and problem-solving mind-set

Skills that will help you in the role:
• Understanding and familiarity with pricing and market risk models.
• Understanding of Basel III and FRTB rules.
• Capable in Microsoft Excel and SQL
• Experience with Python would be beneficial but not essential.

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.

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