Investment Risk

**Investment Risk and Branch Oversight**
**Paris**

This role is deemed as a Controlled Function role under the Central Bank of Ireland Fitness and Probity Regulations and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

As a Barclays Investment Risk and Branch Oversight, you will perform a dual role - monitoring the risk of the Barclays Europe FVOCI investments, along with the leadership of the BBplc Risk function for the Paris Branch. This brings an opportunity to work as part of a dynamic, proactive and innovative risk management team and to be at the cutting edge of the risk management of the Treasury Liquid Asset Buffer, and Funding & Risk portfolios.

We want to help Barclays become everything it can be in Europe. We’re building a truly European
bank with the support of one of the world’s largest and most respected financial institutions, and this creates big career development opportunities for everyone involved. We offer challenging, career defining roles, and the opportunity to test your skills and try new ideas. This is your chance to stretch yourself and accelerate your progression.

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.

**What will you be doing?**
- Managing the Paris Branch risk function, ensuring Risk operations are in compliance with Risk Frameworks, Policies & Limits
- Being the senior risk contact in the Branch for all BBplc risk matters for management and regulators
- Participating with partners in Technology and CRIS, in the development of the infrastructure and control framework for the BBplc Risk function
- Producing regular internal and external reporting, liaising with the FO teams providing trade approvals, limit queries and analysis
- Developing a detailed understanding of the Treasury Funding and Investment businesses in order to ensure all market risks are identified, understood and measured appropriately
- Engaging regularly with the BE Front Office to discuss and assess market events and investment strategies
- Monitoring market activity and provide P&L review and analysis with respect to market movements and risk exposures, ensuring exposures are within limits
- Providing expert guidance, oversight and challenge to ensure that risks are appropriately identified, assessed and managed within the agreed risk appetite and thresholds

**What we’re looking for**:

- Bachelors degree / MSc in a quantitative discipline
- Understanding of interest rate, FX, inflation and credit risk
- Knowledge of fixed income products, the inherent risks and how to mitigate them
- SME on market themes, central bank policy outlook etc

**Skills that will help you in the role**:

- Experience working in stress testing, with exposure to EBA/BOE stress tests
- Experience of risk monitoring and control frameworks
- Experience of financial products, derivatives and structured products (including swaps and options), their pricing and their use in market risk management
- Understanding of mechanisms for quantifying and hedging direct and indirect non-traded market risks

**Where will you be working?**

Dating from 1922, Barclays has a long established presence in France. Today, from our office in Paris we provide a full service Investment Bank offering to our local and global clients. Our integrated coverage model means we are able to provide our clients with access to deep expertise across sectors, regions and products. We deliver informed strategic advice, comprehensive financial solutions and risk management services, creating sophisticated strategies customised to meet our clients’ needs.

LI-Hybrid