Market Risk Manager - Credit Trading

Singapore, Singapore
Jul 10, 2021
Aug 09, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Market Risk Manager


As a Market Risk Manager, you will be responsible for managing the risk to the Group's earning or capital due to changes in the level or volatility of prices. The Credit team within Market Risk is responsible for risk managing the primary and secondary Credit businesses and the loan portfolio management business. You will runs stress tests for the Credit asset class across all businesses. You will also be managing the risks of a credit loss arising from holding tradable debt and derivatives.

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.

What will you be doing?
  • Monitoring positions and risk exposures against Market Risk and Issuer Risk limits
  • Analyzing new trade proposals and evaluating risk limit increase requests
  • Performing quantitative and qualitative analysis of risk exposures, including regular and ad-hoc analysis of VaR, IRC, Stress Testing and Market Risk RWAs
  • Monitoring markets to produce commentary on market trends and idiosyncratic events which will be presented, along with risk metrics, at Market Risk committees
  • Performing regular catch ups with the trading desk challenging outsized or illiquid Market risks, whilst providing analysis to help the business to grow in a controlled manner
  • Working with IT and risk reporting functions to streamline existing reporting processes and develop new reports and tools to facilitate risk monitoring
  • Understanding the changing regulatory environment, including the impact of FRTB
What we're looking for:
  • BA or BSc degree in Finance, Mathematics, Economics or other applied mathematical field; or equivalent
  • Experience in Market Risk or related Risk function; strong understanding of risk metrics
  • Strong verbal and written communication skills
  • Advanced knowledge of Excel and PowerPoint
Skills that will help you in the role:
  • Experience in SQL and VBA or Python
  • Prior experience in Credit markets
  • CFA charter and/or FRM certification
  • Some understanding of market risk regulations
Where will you be working?

Our office is located in Marina Bay Financial Centre, which has been carefully crafted into a "city in a garden". Overlooking the scenic skyline along the Marina Bay waterfront, the green spaces and rooftop terraces have been designed to optimise employee well-being. The centre provides an integrated live-work-play development, surrounded by shops, restaurants, gyms and an alfresco dining area. Our convenient office location means you're just a 5-minute walk from the nearest MRT station.

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