Overall purpose of role
The role has the main purpose to support Mexico Risk Manager in the full coverage for the quantitative risks established in the local regulation and in Barclay's principles.
Key Accountabilities
- Monitor and reporting Mexico market, counterparty and liquidity risk exposures to Business Managers and Risk Management heads.
Ensure consistency of corporate risk numbers are correctly represented in global systems and reports.
- Automation on the process to generate reports Market Risk (VaR, Backtesting, Stress Testing), Counterparty Risk (Expected and Unexpected Loss, Counterparty Stress) and Liquidity Risk.
- Help align business needs and objectives with local policies and standards and regulatory requirements.
- Have strong understanding of the local regulation and global standards related to quantitative risks.
- Promote the interaction with regional and global risk management teams
- Participation on Capital Adequacy stress scenarios for regulatory and internal purposes.
- Support Mexico Risk Manager with internal, external and regulatory audits regarding Risk Management function.
- Support Mexico Risk Manager to monitor quantitative risks levels.
- Support Mexico Risk Manager in the Enterprise Risk activities as well as Operational risk events management.
Stakeholder Management and Leadership
The position will interact with a wide variety of roles inside the institution, including business and infrastructure areas as well as Internal and external auditors.
The position will interact with local and global teams from different risk profiles.
It is required strong interpersonal skills to interact with different profiles locally and regionally
The position will also act as internal leader in some projects based on the technical skills required.
Decision-making and Problem Solving
The position requires good analytics skills in solving complex problems identifying technical or practical approach.
Position will face mainly technical complex problems but it also requires a good local regulatory knowledge to identify the best solution.
Risk and Control Objective
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.
Person Specification
Personal attributes essential to performing role including competencies, expertise, knowledge, and experience.
Note: experience requirements must not be in the form of years (minimum or otherwise).