VP - Treasury - ALM - Insights

Job Description

Job Title : VP - Treasury - ALM - Insights Location : ChennaiThe role holder will sit within the Insights COE which is responsible for analysis of IRRBB risk across all entities, businesses and product types including the modelling and justification of their capital impacts. They will be responsible for delivering relevant and timely analysis on risk metrics and advise entity teams on balance sheet optimisation and hedging strategies in unison with other Treasury s centres of excellence.What will you be doing Risk identification, analysis and reporting c. 50% Manage and produce regular external reporting including attestation and liaison with regulators. Embed relevant elements of STDF/FDSF and ICAAP into BAU risk analysis to improve transparency and cohesion. Develop a detailed understanding of banking book balance sheet to ensure all market risks are identified, understood and measured appropriately. Pro-active identification of control gaps/weaknesses either current or upcoming as a result of new regulatory/Group requirements. Work with the modelling team to ensure that all products are modelled correctly in QRM and that risk metrics such as AEaR and EVE are calculated accurately. Team management, Governance & stakeholder management c. 30% Oversee and review the work of direct reports to ensure deadlines are met and output is of expected quality; Management of direct reports ensuring they have a development plan which is reviewed often; Lead the development and implementation of new regulatory and internal requirements; Maintain effective relationships with key stakehoders to ensure the delivery of objectives, requirements are understood and goals supported.Market risk modelling c. 20% Review and further develop market risk measurement techniques. Support the analysis of often complex transactions in order to assess the appropriate trade-off between risk and return.What we re looking for :Experience of the risk management activities of Treasury and/or Balance Sheet Management function; Good understanding of Interest Rate Risk in the Banking Book; Excellent numeric and analytical skills; Ability to work as part of a team and add value to the development of the ALM function; Strong working knowledge of Microsoft Excel (Pivot tables, vlookups, sumifs etc.); Strong presentation and communication skills; Knowledge of products and services offered by major banks, the inherent risks and how to mitigate them; Understanding of risk metrics like AEaR, EVE and VaR including the impact of hedging strategies, strengths and weaknesses of key assumptions.Skills that will help you in the role :Degree / MSc in a quantitative discipline; Previous working experience of using SQL and/or QRM; Understanding of mechanisms for quantifying and hedging direct and indirect non-traded market risks; Knowledge of key EBA/PRA and Basel regulations on IRRBB and NTMR.Where will you be working ChennaiBe More at Barclays At Barclays, each day is about being more as a professional, and as a person. Be More @ Barclays represents our core promise to all current and future employees. It s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are. Interested and want to know more about Barclays Visit home.barclays/who-we-are/ for more details.Purpose and Values We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term. Our Values Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship. Respect We harness the power of diversity and inclusion in our business, trust those we work with, and value everyones contribution. Integrity We operate with honesty, transparency and fairness in all we do. Service We act with empathy and humility, putting the people and businesses we serve at the centre of what we do. Excellence We champion innovation, and use our energy, expertise and resources to make a positive difference. Stewardship We prize sustainability, and are passionate about leaving things better than we found them. Our Diversity We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals. Our Benefits Our customers are unique. The same goes for our colleagues. Thats why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility, then please discuss this with us.,

Keyskills :
equal employment opportunitymarket riskrisk metricsbalance sheetrisk analysisrisk managementteam managementmicrosoft excel