VP - Agency MBS Market Risk

2 days ago

New York NY United States Barclays Full time

The Vice President (VP) of Agency MBS (Mortgage-Backed Securities) Market Risk is a senior leadership role responsible for overseeing and managing the market risk associated with the agency MBS portfolio. This position involves monitoring, analyzing, and mitigating risk exposures related to market movements for a large and diverse portfolio of agency MBS.

To be successful as a Vice President Agency MBS Market Risk, you should have experience with:

  • Agency Mortgage Product Knowledge
  • VaR and Stress Scenario Modeling Knowledge
  • Analytical STEM background

Some other highly valued skills may include:

  • Master’s degree and a Financial Risk Manager (FRM) certification are preferred
  • The ability to convey information clearly and effectively through verbal and written communication
  • Ability to think critically and approach problems methodically.

This role is located in New York, New York and is regulated by SEC and FINRA.

Minimum Salary: $178,000
Maximum Salary: $208,500

(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, modeled, and capitalized.
  • 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.

Vice President Expectations:

  • To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/processes; deliver continuous improvements and escalate breaches of policies/procedures.
  • If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counseling employees on performance and contributing to employee pay decisions/changes.
  • If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard.
  • OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction.
  • Advise key stakeholders, including functional leadership teams and senior management on functional and cross-functional areas of impact and alignment.
  • Manage and mitigate risks through assessment, in support of the control and governance agenda.
  • Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
  • Demonstrate comprehensive understanding of the organization functions to contribute to achieving the goals of the business.
  • Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
  • Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives.
  • Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives.

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.

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