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Market Risk Frtb

4 months ago

London, United Kingdom Barclays Full time

**Market Risk FRTB Manager**
**London**

As a Barclays Market Risk FRTB Manager, you will support the strategic Market Risk initiatives relating to the Fundamental Review of the Trading Book (FRTB). The initial focus for the role is on the on boarding of new calculations for FRTB Standardised Approach (SA) and ensuring the coherency, compliance, and completeness of the calculations. Moreover, this is an exciting opportunity for you to be part of the team that shapes the future of market risk calculations within Barclays and to be involved in a fast-paced and dynamic project.

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?**:

- Providing quantitative support to the build out and onboarding of new FRTB calculations for FRTB SA
- Interacting actively with multiple key stakeholders to ensure coherency, compliance and completeness of calculations
- Assisting in FRTB development e.g., specific calculation components, data issues, numerical testing
- Presenting FRTB output and impact assessments to senior management, business managers, and Treasury
- Reviewing FRTB results for regulatory and internal reporting
- Improving the FRTB production process and control environment

**What we’re looking for**:

- Bachelor or master’s degree in finance, Maths, Statistics, Sciences, Engineering or Economics or substantial directly related experience
- A decent knowledge of the FRTB regulation particularly the Standardised Approach
- Experience and interest in financial markets (market risk, counterparty credit risk, product control, QA or IVU)
- Excellent written and verbal communication skill

**Skills that will help you in the role**:

- Broad knowledge and familiarity with pricing and market risk models
- Experience with review and challenge functions e.g., IVU, audit or regulators
- Experience with Python, Microsoft Excel, and SQL
- Self-starter with an inquisitive nature and comfortable taking a proactive approach

**Where will you be working?**
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as: a gym, staff restaurant and deli bar, and it is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.

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