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Barclays

Credit Risk Quant

Barclays
Singapore
Posted 3 days ago Permanent Competitive
Credit Risk Quant
As a Barclays Credit Risk Quant Assistant Vice President (AVP), this is an exciting opportunity where you will be part of the Counterparty Credit Risk team. As part of a team of seven, you will be responsible for understanding the risks inherent in the bank's portfolio of derivatives and financing trades and communicating the same clearly and concisely to senior business management. Whilst ensuring counterparty risk is measured and reported accurately and challenging the Front Office in our role as second line of defence.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

What will you be doing?
  • Tracking trends and breaking news in the markets, relate such events to the Barclays portfolio, and to support the production of relevant reports for presentation
  • Supporting the bank's control environment in line with its objectives. Drive the creation of new risk frameworks and limits.
  • Discussing with the business on their direction of travel and ensure their trajectory is in line with the bank's risk appetite.
  • Supporting regulatory queries. Describe the bank's approach to local and international regulators where necessary
  • Considering whether the existing systems will capture the risk on exotic trades
  • Explaining the risk drivers on such trades to colleagues within Risk
  • Identifying the key structural risks in exotic trades, for example structural subordination or liquidity risk
  • Improving existing tools and design new tools to monitor derivatives and the collateral pool
What we're looking for:
  • Undergraduate degree in Maths, Physics, Computer Science, or closely related discipline.
  • Some knowledge of derivatives pricing
  • Experience in VBA, C++, R, Python or similar and fluency in Excel
  • Highly mathematically inclined
Skills that will help you in the role:
  • Fluent in written and spoken English
  • Masters or PhD in a technical discipline
  • Familiar with financial statements (Balance Sheet etc) and financial instruments (e.g. bonds, equities, convertible bonds, futures and options)
Where will you be working?
Our office is located in Marina Bay Financial Centre, which has been carefully crafted into a "city in a garden". Overlooking the scenic skyline along the Marina Bay waterfront, the green spaces and rooftop terraces have been designed to optimise employee well-being. The centre provides an integrated live-work-play development, surrounded by shops, restaurants, gyms and an alfresco dining area. Our convenient office location means you're just a 5-minute walk from the nearest MRT station.


Job ID  90339277
ABOUT COMPANY
London, United Kingdom
Investment Banking / M & A
Finance is the oxygen of the economy. Acting transparently and with expertise, we deploy finance responsibly to support people and businesses, acting ...
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