FRTB Analyst

Job Description

Job Title :FRTB AnalystLocation: PuneAbout BarclaysBarclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.Risk and Control ObjectiveEnsure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.Working FlexiblyWe re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers and clients needs. Whether you have family commitments or you re a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility then please discuss this with the hiring manager and your request will be reviewed subject to business needs.Hybrid Working . BUK & BX All locationsWe are currently in the early stages of implementing a hybrid working environment, which means 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. We re flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances These requests will be reviewed and agreed for a period of time i.e., will have a start and end date. Please discuss the detail of the working pattern options for the role with the hiring manager.Introduction:The role is to ensure timely delivery of FRTB SA QIS and contributing to productinalise the process in daily.What will you be doing Executing the processes from Data sourcing to Calculation of risk Metrics eg: ES, NMRF, DRC covered under FRTB-IMA rulesCompleting RIS processes for QIS reporting on timely basis,Investigate data quality issues related to FRTB IMA QIS coordinating with Risk Managers, IT, BAsManage high quality and accurate work, under tight deadlines (quarterly reports, adhoc reports)Familiarizing with IMA requirements and assist in drafting of process steps and procedure manualEnsuring all Control measures and Governance are complied with in executing RIS processAssist in reviewing the FRTB capital numbers, upload and sign off in Axiom by senior management. and strategy; quantify any financial accountability /budgetary requirements; likely timeframe of role activities; the impact of the role on the team/organisation.What we re looking for:Minimum 3+ years of experience in market risk measurements (FRTB exp is preferred) within an investment bank or other financial institution; previous VaR experience is requiredKnowledge of market risk traded products, methodologies, systems and processes, and regulatory requirementsSkills that will help you in the role:-First degree in Finance, economics, statistics, or engineering is preferable. CFA, FRM or other related professional qualification is a plusWork well in a team and build positive relationships. Strong programming and database skills with hands-on experience with large datasets and Strong computing skills, experienced with python, Excel Visual Basic, etc. Where will you be working PuneBe More at BarclaysAt Barclays, each day is about being more as a professional, and as a person. Be More @ Barclays represents our core promise to all current and future employees. It s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, andBe More Valued for who you are. Interested and want to know more about Barclays Visit home.barclays/who-we-are/ for more details.Purpose, Values and MindsetWe deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.RespectWe harness the power of diversity and inclusion in our business, trust those we work with, and value everyones contribution. IntegrityWe operate with honesty, transparency and fairness in all we do.ServiceWe act with empathy and humility, putting the people and businesses we serve at the centre of what we do.ExcellenceWe champion innovation, and use our energy, expertise and resources to make a positive difference.StewardshipWe prize sustainability, and are passionate about leaving things better than we found them.Our Mindset shapes how we take action, living by our Values, driven by our Purpose, always with our customers and clients at the heart of what we do; our Mindset is to Empower, Challenge and Drive.EmpowerTrust and support each other to deliver. Make decisions with those closest to the topic. Include diverse perspectives. Celebrate success and learn from failure.ChallengeQuestion whether things can be done better. Use insights based on data to inform decisions. Be curious about how we can adapt and improve. Speak up and be open to alternative viewpoints.DriveFocus on outcomes. Deliver with pace. Be passionate and ambitious about what we do. Take personal responsibility. Actively build collaborative relationships to get things done.You must meet the following eligibility criteria:To apply, upload a copy of your updated resume on Taleo.,

Keyskills :
risk management frameworkmarket riskvisual basicdata qualityrisk metricsrisk managementconsumer bankingequipment supplybehavioral trainingworking environmentregulatory requirements