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FRTB Assistant Vice President

senior · Risk & Compliance

Job Description

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.

Assistant Vice President Expectations

• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• 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 will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders to achieve outcomes.

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.

Join Barclays in a critical role supporting the ongoing enhancement and delivery of our Fundamental Review of the Trading Book (FRTB) capabilities. As an FRTB AVP, you will play a key role in ensuring the quality, accuracy and effectiveness of market risk regulatory reporting and risk factor frameworks, helping Barclays meet evolving regulatory requirements while strengthening its risk management capabilities. This role offers the opportunity to work with large and complex datasets, collaborate with senior stakeholders across Risk and Technology, and influence key decisions through insightful analysis and clear communication.

To be successful as an FRTB AVP, you must have the following essential skills:

• Proven experience working on an FRTB IMA programme, with a strong understanding of FRTB IMA regulatory requirements and methodologies.
• Previous experience within Market Risk, Quantitative Analytics, or as a Business Analyst supporting FRTB IMA  related initiatives.
• Strong analytical skills with the ability to interpret and assess large volumes of data, identify trends, and draw meaningful conclusions.
• Ability to communicate complex findings and recommendations clearly and effectively to senior management and key stakeholders.
• Bachelor's degree or equivalent qualification in a STEM subject (Science, Technology, Engineering or Mathematics), or a related quantitative discipline.
• Proficiency in Excel and Python for data analysis, automation, or reporting activities.

Some other highly valued skills may include:

• Experience working with risk factor mapping, modellability assessments, or market risk data controls.
• Advanced Microsoft Excel & python skills, including data manipulation and analysis of large datasets.
• Strong PowerPoint skills with the ability to create clear and impactful presentations for senior stakeholders.
• Experience working within a regulatory change, risk transformation, or strategic delivery environment.

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.

Location: London