Ris Management Specialist

2 weeks ago


Glasgow, Glasgow City, United Kingdom Barclays UK Full time

Job Summary:

We are seeking a highly skilled and experienced Risk Management Specialist to join our team at Barclays UK. The successful candidate will be responsible for managing RIS processes for asset classes, ensuring timely and accurate production of risk numbers for VaR and FRTB analysis.

Key Responsibilities:

  • Manage RIS processes for asset classes to ensure timely and accurate production of risk numbers.
  • Oversee daily processes for VaR, position, and stress reporting, adhering to deadlines.
  • Assist in designing the FRTB reporting model, analyze regulations, and implement controls around FRTB IMA.
  • Investigate and resolve data quality issues, collaborating with Risk Managers, IT, and BAs.
  • Facilitate training for RIS team members and plan production processes for regular and Business Continuity Management purposes.

Requirements:

  • Numerate post graduate qualification.
  • Understanding of market risk methodologies and infrastructure especially reporting data flows and processes in one or more of the asset classes.
  • Knowledge of Capital reporting regulatory requirements particularly with reference to FRTB.
  • Knowledge of market data validation processes.
  • A good understanding of the bank's Risk Control and Governance framework with an aim to assisting with the monitoring and management of the control tasks.

Desirable Skills:

  • Computing skills including Advanced Excel and Python with high degree of proficiency in SQL.
  • Financial products knowledge.
  • Experience in Market Risk Data Quality Control.


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