R&A Scenarios - SMT Developer Analyst

Job description

Barclays moves, lends, invests and protects money for customers and clients worldwide. Please visit our website here for more information.

The Risk and Analytics function (R&A) is a cross-asset group recently created within the Investment Bank, comprised of over 2,000 people in 15 countries. Our objective is to consolidate, streamline and simplify the generation, analysis and visualisation of Risk within the Investment Bank onto strategic, cross-asset platforms. The migration from a legacy, siloed, asset class specific environment to a shared, cross-asset, platform is a complex one and we're running that work as a programme.

The R&A Scenarios function provides a common framework for scenarios and stress testing covering market, credit and counterparty credit risk requirements. The team faces off against Risk and owns the build of the IB-wide Scenario Management Tool (SMT) and partners with key component, functional and asset class teams across R&A to deliver front-to-back scenario capabilities.

Overall purpose of role:

· Working within the R&A Scenarios team and in partnership with the component, functional and asset class teams across R&A to capture the requirements and design, build & deliver a front-to-back common scenario framework and on-board internal and external scenarios & stress tests to it.

· The common scenario framework builds on all aspects of a front-to-back risk platform covering Market, Credit & Counterparty Credit Risk so requires a developer/analyst with strong risk and technical knowledge who is able to work with a broad set of stakeholders and is flexible to work with a number of different components and technologies.

Key Accountabilities and Skills required:

This section should include:

o Key specific accountabilities.

o Working directly with stakeholders to understand their scenarios & stress testing requirements both near-term and strategic

o Writing Business Requirements Documents and User Stories to capture the requirements and inform the technology build

o Validate the technical design meets the business requirements

o In partnership with the component, functional and asset class teams across R&A design, build and deliver the common scenario framework (in line with the Risk, Finance & Treasury strategic roadmap)

o Contribute to the testing of the deliveries with the stakeholders to ensure they meet the needs of the end users

o Make a key contribution to the front-to-back on-boarding and delivery of key scenario & stress testing requirements

o Work closely with the Quant team to integrate the components required to support scenarios

o Script up or prototype scenario models and methodologies to use as a reference for the strategic implementation in the platform

o Stakeholder management and leadership.

o N/A

o Decision making and problem solving.

o Excellent and proven problem solving ability

o Excellent written and spoken communications

o Flexible and adaptable to work with a variety of technology and business challenges

o Ability to deliver to tight deadlines

o Ability to influence others

o Able to work independently, take ownership of work

Risk and Control: All Barclays colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards

Your Skills and Qualifications will include

o Essential: University Degree

o Preferred: Further study/Ongoing education of any form in relation to this role

o Strong technical knowledge across a variety of programming languages, libraries, formats and platforms

o Windows development server-side & UI - C#, REST, XML, HTML5, JSON

o Strong SQL (T-SQL, MS SQL Server 2008/2012) and SSIS skills

o Scripting and prototyping tools such as Excel and Python

o Strong cross-asset business knowledge for Risk & Scenarios including 1st & 2nd order sensitivities, scenarios, PnL Explain Market risk

o Background working in a front office technology team delivering non-trivial risk & scenario requirements

o Credit & Counterparty Credit Risk, Collateral & Netting

o VaR & SVaR

o EBA/PRA/Fed stress testing

o Knowledge of FRTB requirements

o Hadoop technologies & Java

o Experience in developing technical solutions to business requirements in a Risk/Finance environment.

The Benefits: Our customers deserve the best. The same goes for our employees. That's why at Barclays you'll receive a range of benefits that include a competitive salary and all the tools, technology and support you need to succeed.

Our Culture: Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. The values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our employees. Simply put, success is not just about what you achieve, but about how you achieve it.

Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager.

Barclays is an equal opportunity employer and are opposed to discrimination on any grounds. For more detailed information, please visit our dedicated Diversity and Inclusion site here .