Credit Market Risk Manager

London, United Kingdom
08 Jan 2022
28 Jan 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays Credit Risk Market Manager you will be an integral part of the Credit Market Risk team in London. Your role offers an exciting opportunity to work in a fast paced, trading floor based role covering the European Credit trading business. It's a market leading business with a very strong performance track record. Your role will involve supporting the growth of this business whilst ensuring that risks are understood, measured and controlled.

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:
• Performing quantitative and qualitative analysis of positions, risk, VaR, IRC, stress tests and RWAs
• Monitoring developments in the European Credit Market from index level to issuer level to produce commentary on market trends and idiosyncratic events which will be presented at Market Risk committees and to senior management
• Developing a strong relationship with the trading desk, challenging outsized, illiquid or aged positions as appropriate, whilst providing analysis to help the business to generate revenue in a controlled manner
• Monitoring risk against Market Risk limits to ensure risk remains within agreed appetite, resolving and escalating excesses or high utilisation of limits as appropriate
• Working with IT and risk reporting functions to streamline existing reporting processes and developing new reports and tools to facilitate risk monitoring
• Understanding the changing regulatory environment, notably the impact of FRTB on Market Risk

What we' re looking for:
• Excellent experience in a front office facing Market Risk management role
• Excellent knowledge of Credit markets and products, as well as a deep understanding of risk metrics and models
• Advanced Excel and PowerPoint user with experience writing SQL and VBA
• BA or BSc degree in Finance, Mathematics, Economics or other applied mathematical field; or equivalent

Skills that will help you in the role:
• Experience managing a non-linear options desk or Structured Credit desk
• Ability to code in Python
• Experience with applying fundamental Credit analysis
• CFA charter and/or FRM certification

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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