Treasury ALM - Balance Sheet Strategy VP
Job Description
Purpose of the role
To model, measure, and manage the bank's financial balance sheet to report and optimize its risk profile and profitability by analyzing the bank's assets and liabilities and developing strategies to manage interest rate risk on the banking book and other ALM risks.
Accountabilities
* Identify, model, and measure the bank's interest rate risk, including reporting risks internally and externally.
* Develop and implement strategies to manage the bank's interest rate risk in the banking book, including hedging strategies.
* Manage the bank's banking book balance sheet to optimize asset and liability allocation, ensuring risks are within tolerance levels.
* Manage the bank's structural interest rate risk capital position to comply with regulatory requirements and support growth and profitability.
* Develop financial models to analyze the bank's balance sheet and support asset and liability management decisions.
* Support the development and pricing of customer products aligned with the bank's risk appetite and IRRBB strategy.
* Measure capital requirements related to interest rate and credit spread risk on the banking book.
Vice President Expectations
* Contribute to strategy, requirements, and recommendations for change; manage resources, budgets, and policies; ensure policy adherence; and promote continuous improvement.
* If managing a team, define roles, plan for future needs, counsel employees, and lead specialists to influence operations, balancing short and long-term goals.
* Demonstrate leadership behaviors: Listen, Energize, Align, Develop (LEAD) to foster an environment for excellence.
* For individual contributors, serve as a subject matter expert, guide technical direction, lead assignments, train, and coach less experienced staff.
* Advise stakeholders on functional and cross-functional impacts and alignments.
* Manage and mitigate risks, demonstrating leadership in controls and governance.
* Understand organizational functions to contribute to business goals.
* Collaborate across areas to support business strategies.
* Develop solutions based on complex analysis and research, using innovative thinking.
* Build and maintain relationships with internal and external stakeholders, employing influencing and negotiating skills.
All colleagues are expected to embody Barclays Values: Respect, Integrity, Service, Excellence, and Stewardship, and demonstrate the Barclays Mindset: Empower, Challenge, Drive.
As a Treasury ALM - Balance Sheet Strategy VP, you will oversee the management of the bank's financial balance sheet and IRRBB risk across entities, developing strategies for risk management and behavioral modeling.
The ideal candidate will have Treasury or Balance Sheet Management risk experience, with a strong understanding of banking products, IRRBB risks, and relevant tools like QRM. A Degree/MSc in a quantitative discipline is preferred.
You will be assessed on critical skills such as risk and controls, change management, business acumen, strategic thinking, digital and technology skills, and job-specific technical expertise.
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