AVP - SLF Market Risk

Join us as a "Senior Analyst" at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings,

ensuring unapparelled customer experiences.

Barclays is required by law to confirm that you have the Legal Right to Work in any role that you apply for. If you currently hold a work visa sponsored by Barclays, or you would require sponsorship from Barclays, you must declare this as part of your application. Sponsored visas are role and entity specific, and any changes should be reviewed. It is important to ensure you are working on the correct visa at all times. Failure to accurately disclose your visa status or Legal Right to Work may result in your application or employment offer being withdrawn at anytime.

Structured Lending & Financing Risk has responsibility for several underlying

asset classes, including Credit & Macro, Securitized Products, Equities which all form discrete risk verticals. The role advertised is an Senior Analyst position in the existing team based out of Mumbai and will cover SLF GCFS Market Risk vertical. Conduct regular assessments of market risk in structured credit products, including Repos, TRS, Loans, and other structured lending and financing instruments. Responsible for ensuring risks are fully captured within Barclays Market and Credit risk system for the GCFS globally along with VaR sign offs, Stress, RNiV and IRC computation, supporting migrations across Feeds/Models/Systems.

To be successful as a "Senior Analyst", you should have experience with

• Sound knowledge of derivative markets, products and pricing and process flows for data management.
• Familiarity with market risk metrics, stress testing, and regulatory requirements (e.g., Basel 3.1) related to structured credit.
• Several years of relevant experience in market risk management, exposure to  structured lending and financing segment of an investment firm will be  added advantage.
• Motivated self-starter, able to operate from day one with minimal supervision essential.
• Ability to handle multiple priorities and operate autonomously whilst still being able to escalate appropriately.
• Bachelor’/ master’s degree with educational background in a quantitative discipline,eg. Mathematics, Engineering, Statistics, Risk, Finance, Business (or CFA/FRM)
• Analytical and IT skills are required (Advance Excel/VBA/Python) to build tools that will help in carrying out the responsibilities in this role.

Some other highly valued skills may include

• Strong attention to detail and the ability to work effectively in a fast-paced, dynamic environment.
• Excellent interpersonal skills, with confidence to follow up with multiple upstream and downstream teams.
• Technology proficiency in any of these languages: Python, SQL, VBA, C, C++, Java.
• Good organizational and detailed documentation skills
• Self-motivated, takes ownership of responsibilities assigned to him/her.
• Ability to communicate effectively in writing and verbally.
• Ability to work and collaborate in a team.
• Prior experience in market risk reporting or management would be preferred.

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills

Mumbai

Purpose of the role

To safeguard the financial health of the bank by identifying, analysing, and mitigating potential credit risks associated with lending activities.

Accountabilities

• Analysis of financial data, including income, assets, liabilities, credit history, and economic trends, to determine the risk of default.
• Monitoring of existing loan portfolios to identify potential credit deterioration or early warning signs of default.
• Recommendation of loan approvals, rejections, or adjustments based on risk evaluation and bank lending policies.
• Development and implementation of credit risk mitigation strategies, including collateral management, loan restructuring, and workout plans.

Assistant Vice President Expectations

• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
• OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders to achieve outcomes.

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.