Equities Market Risk AVP

barclays; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Barclays in New York seeks an Equity Market Risk AVP to oversee and proactively manage market risk across the US Equities portfolio, ensuring exposures are understood, monitored, and aligned with the firm’s risk appetite. You will engage with trading desks to analyze key drivers and provide effective challenge.

The role requires deep collaboration with front office and senior management, strengthening controls, reporting, and risk frameworks to support sustainable growth while safeguarding

Qualifications

• Understanding of market risk metrics including VaR/SVaR and stress testing.
• Ability to partner with Front Office and communicate insights to senior management.
• Quantitative and analytical capabilities from experience or a quantitative degree.

Responsibilities

• Oversee and proactively manage market risk across the US Equities portfolio; ensure risk is understood and monitored.
• Maintain a holistic view of significant positions, stress scenarios, and emerging market themes.
• Provide effective challenge and guidance on risk-taking activities, new trades, and complex structures.
• Enhance risk frameworks, controls, and reporting to senior management.

Skills

VaR/SVaR

Stress testing

Front Office partnership

Quantitative analysis

Education

Quantitative degree

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 outcomesIf 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 as an Equity Market Risk AVP, where you will have the opportunity to oversee and proactively manage market risk across the US Equities business, ensuring risk exposures are well understood, monitored, and aligned with the firm's risk appetite. The role requires deep engagement with trading desks, to identify, analyze, and challenge key risk drivers through both quantitative metrics and qualitative insight. You will be responsible for maintaining a holistic view of significant positions, stress scenarios, and emerging market themes, enabling timely and informed risk decisions. Acting as a trusted partner to the front office, you will provide effective challenge and guidance on risk-taking activities, new trades, and complex structures. The position also plays a critical role in enhancing risk frameworks, controls, and reporting to senior management. Ultimately, the AVP will contribute to safeguarding the firm's capital while supporting sustainable business growth.

To be successful as an Equities Market Risk AVP, you should have:

• Understanding of market risk management key risk metrics including VaR/SVaR, stress testing.
• Ability to partner effectively with Front Office stakeholders, providing strategy while communicating insights to senior management.
• Quantitative and analytical capabilities from previous experience or a quantitative degree

Other highly valued skills and experience include:

• Experience enhancing risk infrastructure, reporting frameworks, and supporting regulatory initiatives within a global banking environm