Macro Market Risk Manager

London, United Kingdom
08 Aug 2022
14 Aug 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays Macro Market Risk Manager, you'll join our Macro Market Risk Management team, being responsible for overseeing the smooth running of the risk reporting, production, and review process, and making themselves aware of the significant market risks that may occur. This is an exciting opportunity to be part of a knowledgeable team, playing a key role providing additional and independent information to the business to enhance decision making, whilst providing a control environment which satisfies the objectives set by the regulators.

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?
• Ensuring daily sign-off of risk, stress, Value at Risk (VaR) and SVaR figures, to ensure the timely and accurate market risk capture and reporting
• Providing accurate and timely production of Primary and Secondary Stress outputs, as well as the investigation of changes in the market risk
• Monitoring daily ad-hoc analysis and exposures, utilising them against limits
• Supporting the senior risk managers identifying and aggregating the headline risks across the business
• You will be responsible for writing weekly commentary of associated risks in the context of macro events
• Processing and producing the monthly Risk Not In VaR capitalisation figures for the Macro businesses
• Ensuring the full risk capture and completeness, both on a procedural and risk-factor basis
• Maintaining, improving and creating risk reports for both informational and supervisory purposes

What we're looking for:
• Risk management experience across the Rates, FX, G10 or EM
• High proficiency in Microsoft Excel and applied maths knowledge, with a good understanding of quantitative and statistical analysis
• A motivated self-starter with excellent interpersonal skills, confidence to handle priorities, solve problems and operate autonomously
• Good presentation skills, with the ability to recut information to relevant audiences, as well as to coordinate projects by presenting them to different teams in the organisation

Skills that will help you in the role:
• Ability to create views and appropriate cuts of risks, in order to visualise and summarise them for management
• Technology proficiency in some of the languages, such as Python, SQL, VBA, C, C++, Java
• Experience working with relational databases and programming would be advantageous
• Understanding of Barclays organisation and systems, or prior Barclays experience would be ideal 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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