Market Risk Analyst- Securitized Products

Barclays•New York, NY

1d•Onsite

About The Position

The purpose of this role is to set the risk appetite for the Trading portfolio and actively calibrate and monitor limits. As a Market Risk Analyst- Securitized Products, you will help oversee risk for the Agency MBS trading desk, providing timely, accurate reporting and independent insights to support critical decision-making. This position offers the opportunity to work autonomously while engaging with senior leaders across trading, structuring, and control functions, playing a key part in driving high-quality stress testing, VaR oversight, and risk analytics.

Requirements

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

Nice To Haves

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

Responsibilities

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.
Perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement.
Lead and supervise a team, guiding and supporting professional development, allocating work requirements and coordinating team resources (if the position has leadership responsibilities).
Demonstrate a clear set of leadership behaviours: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others (if the position has leadership responsibilities).
Develop technical expertise in work area, acting as an advisor where appropriate (for an individual contributor).
Have an impact on the work of related teams within the area.
Partner with other functions and business areas.
Take 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.
Demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship.
Demonstrate the Barclays Mindset – to Empower, Challenge and Drive.