This job has expired, please see additional jobs below
Assistant Vice President, Risk & Information Services
Barclays Capital
New York, NY, United States
Job Details - this job has expired, please see similar jobs below
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.
Collect numerical data, perform data extraction, analyze risk, utilizing Excel.
Calculate and analyze Value-at-Risk (VaR) and monitor VaR production processes and portfolio.
Build, enhance and automate reporting processes using Visual Basic and Access Database.
Analyze risk metrics and reconcile results from Modeled VaR, Market Risk Sensitivities and Stress processes.
Design, implement, and review user requirements and perform User Acceptance Testing (UAT) to improve existing reports, procedures, documentation and controls.
Test and facilitate the release of new reports and processes and ensure proper functioning of Independent Holding Company (IHC) Market Risk controls.
Evaluate business requirements for risk reports and coordinate with IT to ensure development of solutions and reporting efficiencies.
Support IHC Backtesting process by validating the VaR model in accordance with regulatory requirements.
Streamline processes and ensure timely delivery of management and regulatory deliverables while adhering to internally and externally governed deadlines.
Serve as point of contact for improvement of IHC reports and deliver reports for regulators and senior management. Identify and resolve issues and support production activities for Risk Production processes.
Serve as a Subject Matter Expert for ICE (an internal risk system) reporting and data extraction and analysis.
Requirements: Master’s degree in 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: Utilizing Excel to analyzing data, assess risk and create reports; Performing data extraction and analysis; Using Visual Basic to automate reporting processes; Reviewing user requirements and performing UAT; Collecting and assessing business requirements for risk reports. 40 hrs/wk.
Barclays is an EEO/AA employer.