SL&F Market Risk
- Employer
- Barclays
- Location
- Mumbai, Maharashtra, India
- Salary
- Competitive Salary
- Closing date
- Mar 14, 2021
View more
- Job Role
- Risk Manager
- Sector
- Finance
- Contract Type
- Permanent
- Hours
- Full Time
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Job Description :
Structured Lending Market risk
The role, based out of India, is to be part of the Market team within Structured Lending & Financing. The purpose of the team is to be accountable for the market risk across SLF, including a focus on the various financing risks associated with traded products (including credit and counterparty risks).
The market risk team is responsible for ensuring that all market risks are captured, controlled and monitored across the US structured financing exposures. This includes VaR/stress testing, risk factor mappings and ensuring appropriate trade capture. The key business area of coverage will be Global Credit Financing Solutions which specialise in; financing solutions which provide clients portfolio financing trades on both traded and non traded credit assets.
The candidate will require a detailed understanding of both market risk as well credit financing products across multiple asset classes, including pricing models and related documentation terms. Knowledge of applicable regulatory capital treatments, including core assumptions and limitations would a plus.
The role comprises portfolio/transaction analysis, review and challenge, in addition to trade capture and post execution risk monitoring and excess/exceptions management.
Underlying risk exposures covered include but are not limited to- pre and post Securitization assets (PULs, RMBS, CMBS), Emerging Market debt, BSL/Middle Market Loans, Distressed debt/NPLs, CRT/SRT, Solar Loans, lease/receivables monetizing and other forms of bespoke assets and associated financing structures including lending/term warehouses, repos, securitization, risk retentions, RCFs, swaps etc.
What will you be doing?Review/Monitor of portfolio of structured trades, supporting preparation of trade approval memo, evaluating term sheets and models for appropriate risking. Analysis of risk and hedging strategies and reviewing them against limits based on existing market conditionsEnsuring risks are fully captured and represented within the firm's market & credit risk requirements. This includes regular activities such as VaR sign offs as well as working with infrastructure areas on feed and related projects.Actively participate in the development of stress testing that properly risks and concentrations. Analyze, validate and ensure the proper reporting of regular internal & regulatory stress tests (GSST, CCAR, PRA)Preparation of reports and presentation of analysis/results to senior management as necessary.Contribution to the continuous improvement of Barclays Risk systems and analysis tools.Stay current with financial analysis and risk profile of the assigned sector, borrowers, and counterparties.
What we're looking for:Bachelor's degree in Finance/Economics or quantitative related discipline.Good understanding of markets & market characteristics such as pricing, liquidity and volatility, across a broad range of financial instruments. Exposure to Structured Credit or Securitized products would an advantageComprehensive understanding of risk management tools (VaR, Stress testing, Risk appetite etc)Strong IT skills (Excel, VBA, SQL and general database knowledge)
Skills that will help you in the role:FRM/CFA qualification
Where will you be working?Pune
Be More at Barclays
At 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, and Be More Valued for who you are.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Our Values
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
Our Diversity
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
Our Benefits
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility, then please discuss this with us.
Job Description :
Structured Lending Market risk
The role, based out of India, is to be part of the Market team within Structured Lending & Financing. The purpose of the team is to be accountable for the market risk across SLF, including a focus
Skills: SL&F Market Risk
Experience: 0.00-50.00 Years
Structured Lending Market risk
The role, based out of India, is to be part of the Market team within Structured Lending & Financing. The purpose of the team is to be accountable for the market risk across SLF, including a focus on the various financing risks associated with traded products (including credit and counterparty risks).
The market risk team is responsible for ensuring that all market risks are captured, controlled and monitored across the US structured financing exposures. This includes VaR/stress testing, risk factor mappings and ensuring appropriate trade capture. The key business area of coverage will be Global Credit Financing Solutions which specialise in; financing solutions which provide clients portfolio financing trades on both traded and non traded credit assets.
The candidate will require a detailed understanding of both market risk as well credit financing products across multiple asset classes, including pricing models and related documentation terms. Knowledge of applicable regulatory capital treatments, including core assumptions and limitations would a plus.
The role comprises portfolio/transaction analysis, review and challenge, in addition to trade capture and post execution risk monitoring and excess/exceptions management.
Underlying risk exposures covered include but are not limited to- pre and post Securitization assets (PULs, RMBS, CMBS), Emerging Market debt, BSL/Middle Market Loans, Distressed debt/NPLs, CRT/SRT, Solar Loans, lease/receivables monetizing and other forms of bespoke assets and associated financing structures including lending/term warehouses, repos, securitization, risk retentions, RCFs, swaps etc.
What will you be doing?Review/Monitor of portfolio of structured trades, supporting preparation of trade approval memo, evaluating term sheets and models for appropriate risking. Analysis of risk and hedging strategies and reviewing them against limits based on existing market conditionsEnsuring risks are fully captured and represented within the firm's market & credit risk requirements. This includes regular activities such as VaR sign offs as well as working with infrastructure areas on feed and related projects.Actively participate in the development of stress testing that properly risks and concentrations. Analyze, validate and ensure the proper reporting of regular internal & regulatory stress tests (GSST, CCAR, PRA)Preparation of reports and presentation of analysis/results to senior management as necessary.Contribution to the continuous improvement of Barclays Risk systems and analysis tools.Stay current with financial analysis and risk profile of the assigned sector, borrowers, and counterparties.
What we're looking for:Bachelor's degree in Finance/Economics or quantitative related discipline.Good understanding of markets & market characteristics such as pricing, liquidity and volatility, across a broad range of financial instruments. Exposure to Structured Credit or Securitized products would an advantageComprehensive understanding of risk management tools (VaR, Stress testing, Risk appetite etc)Strong IT skills (Excel, VBA, SQL and general database knowledge)
Skills that will help you in the role:FRM/CFA qualification
Where will you be working?Pune
Be More at Barclays
At 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, and Be More Valued for who you are.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Our Values
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
Our Diversity
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
Our Benefits
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility, then please discuss this with us.
Job Description :
Structured Lending Market risk
The role, based out of India, is to be part of the Market team within Structured Lending & Financing. The purpose of the team is to be accountable for the market risk across SLF, including a focus
Skills: SL&F Market Risk
Experience: 0.00-50.00 Years
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