Market Risk Specialist - VP

Job description

Job Description Purpose of the role: To set the risk appetite setting for the Trading portfolio and active calibration & monitoring of limits Accountabilities: - Collection and analysis of market data from various sources and ensuring risk is correctly captured, modelled and capitalised. - Escalation of critical risk issues or breaches to Traders and senior Risk Management Leadership teams for timely action, as may be required. - Review and provision of feedback on market risk models including change governance. - Internal, Regulatory and Scenario stress testing for the Trading portfolio, as required. - Steer and execution projects of market risk wide-significance e.g. FRTB, One Risk, as required. Vice President Expectations: All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave. - To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and...