eFinancialCareers

• Company

  Barclays Global Investors (US)

• Location

  San Francisco, CA

• Compensation

  DOE

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  10 Nov 2009

• eFC Ref no

  559233

Barclays Global Investors (BGI) is America's largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For more than 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and winning first place in the SF Business Times' ''Best Places to Work in the Bay Area 2008'' Awards (Giant Companies category), the Barclays PLC subsidiary employs over 3,700 people globally and manages approximately $1.5 trillion in assets.

Key Job Responsibilities

Analyze and report risks taken by the Front Office, specifically supporting Fixed Income 
- Communicate with Front office of the risks and Profit and Loss
- Design/implement risk reports that improve risk transparency
- Improve Risk Measurement, VAR, CVaR, and scenarios
- Assist in risk report production and analyze the reasons of risk profile changes
- Support risk system implementation and integration work
- Represent Investment Risk Management Department at cross-functional working groups
- Initiate process and systems enhancements to improve alignment of risk policy, methodology, and business objectives
- Contribute to generate risk policies and guidelines
 

Technical/Functional Specifications

-2-5 years of Fixed Income Risk or related area
-Advanced degree required in related quantitative field
-Strong analytical, quantitative and problem-solving skills
- Excellent communication skills, ability to work with diversified work force
- Self-starter, focus to meet deadline and complete tasks
- The candidate should have some experience with a programming language
- Product knowledge: Equities, Fixed Income, structured credit products, credit flow products
- Risk/ technical knowledge: market risk and credit risk methodologies, assumptions and limitations of models, inputs and outputs, system issues
- Advanced degree in finance, mathematics, statistics, engineering, physics or other quantitative discipline
- Project management skills

 

BGI is an Affirmative Action/Equal Employment Opportunity employer.