Join us as a Market Risk Analyst- Securitized Products, where you will help oversee risk for the Agency MBS trading desk. You will provide timely, accurate reporting and independent insights that support critical decision-making. This role offers the opportunity to work autonomously while engaging with senior leaders across trading, structuring, and control functions. You will play a key part in driving high-quality stress testing, VaR oversight, and risk analytics.
To be successful as a Market Risk Analyst-Securitized Products, you should have:
Experience in market risk management, preferably within securitized products or agency MBS
Ability to handle risk reporting, VaR/SVaR analysis, stress testing, and exposure monitoring
Advanced Excel proficiency and comfort with quantitative or statistical concepts
Highly valued skills:
Interpersonal skills to collaborate with upstream/downstream teams and operate with minimal supervision
Ability to propose and visualize new risk metrics, then summarize findings clearly for management
Technology capability in Python, SQL, VBA, C, C++, or Java, with familiarity in relational databases
You may be assessed on key critical skills relevant for success in this role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.
This role is located in New York.
Salary minimum: $75,000
Salary maximum: $100,000
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.
Purpose of the role
To set the risk appetite setting for the Trading portfolio and active calibration & monitoring of limits
Accountabilities
- Collection and analysis of market data from various sources and ensuring risk is correctly captured, modelled and capitalised.
- Escalation of critical risk issues or breaches to Traders and senior Risk Management Leadership teams for timely action, as may be required.
- Review and provision of feedback on market risk models including change governance.
- Internal, Regulatory and Scenario stress testing for the Trading portfolio, as required.
- Steer and execution projects of market risk wide-significance e.g. FRTB, One Risk, as required.
Analyst Expectations
- To perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement.
- Requires in-depth technical knowledge and experience in their assigned area of expertise
- Thorough understanding of the underlying principles and concepts within the area of expertise
- They lead and supervise a team, guiding and supporting professional development, allocating work requirements and coordinating team resources.
- 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 develop technical expertise in work area, acting as an advisor where appropriate.
- Will have an impact on the work of related teams within the area.
- Partner with other functions and business areas.
- Takes responsibility for end results of a team’s operational processing and activities.
- Escalate breaches of policies / procedure appropriately.
- Take responsibility for embedding new policies/ procedures adopted due to risk mitigation.
- Advise and influence decision making within own area of expertise.
- Take ownership for managing risk and strengthening controls in relation to the work you own or contribute to. Deliver your work and areas of responsibility in line with relevant rules, regulation and codes of conduct.
- Maintain and continually build an understanding of how own sub-function integrates with function, alongside knowledge of the organisations products, services and processes within the function.
- Demonstrate understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
- Make evaluative judgements based on the analysis of factual information, paying attention to detail.
- Resolve problems by identifying and selecting solutions through the application of acquired technical experience and will be guided by precedents.
- Guide and persuade team members and communicate complex / sensitive information.
- Act as contact point for stakeholders outside of the immediate function, while building a network of contacts outside team and external to the organisation.
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.
