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Assistant Vice President, Risk & Information Services
Barclays Capital
New York, NY, United States
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Description
Barclays Services Corp. seeks an Assistant Vice President, Risk & Information Services for its Whippany, New Jersey location.
Duties:
Within global financial services organization, utilize the output of mathematical models and computation tools including Excel to collect and aggregate data across business units for multiple asset classes. Generate risk aggregation reports and deliver reports to senior managers, regulators, and internal trading desks. Perform Value at Risk calculations and time series analysis to measure market risk. Automate reporting process to reduce operational risk, including defining data inputs, performing calculations and formatting using VBA. Analyze underwriting risk report submissions from Risk Managers and Front Office staff to ensure accurate data and timely signoff. Monitor limit/exposure, controls, and data integrity in market risk system (eRisk) and ensure appropriate user access. Coordinate global quarterly limit attestation process across asset classes to ensure the accuracy of limits and associated static data. Assess business requirements for risk reports and formulate technical specifications. Coordinate with IT to implement changes and improvements to underwriting reports and prioritize projects. Perform testing, including user acceptance testing and sign off for release. Report on control status to Risk control committee, including status of quarterly limit attestation, node signoff status and excess signoff status. Serve as point of contact to risk managers, and provide ad-hoc limit change and reporting requests, analysis, and data.
Requirements:
Master’s degree in Financial Engineering, Finance, Economics, Mathematics, Operations Research, or related quantitative field and two (2) years of experience in the position offered, or in a position performing risk reporting and analysis for financial services.
Must have at least 2 years of experience with the following: Performing Value at Risk (VaR) calculations and time series analysis; Utilizing Excel macro tools to collect and analyze data for multiple asset classes, and create spreadsheets for reporting and analyzing risk; Automating reporting process using VBA; Formulating technical solutions for risk reporting based on business requirements; Identifying market risk-related data to provide ad-hoc analysis related to risk and control. 40 hrs/wk.
Barclays is an EEO/AA employer.