Treasury Asset and Liability Management AVP

Barclays•New York, NY

1d•$100,000 - $150,000

About The Position

Join Barclays as a Treasury Asset and Liability Management AVP, where you’ll play a critical role in managing the bank’s balance sheet, and interest rate risk. In this role you will support the development and execution of strategies while ensuring compliance with regulatory requirements. You will partner with Treasury, Finance, Risk, and business teams to deliver accurate ALM analytics, reporting, and insights that support strategic decision-making, while managing interest rate risk, and driving process optimization.

Requirements

Degree in Finance, Economics, Accounting, or related experience in Treasury, ALM, liquidity risk management, or balance sheet management within banking or financial services
Understanding of regulatory requirements
Proficiency in data analytics and reporting tools, including Excel, SQL, Python; experience with visualization tools (Tableau, Power BI)
Analytical, problem-solving, and communication skills with the ability to work independently and manage multiple priorities.

Nice To Haves

Professional certification in Treasury or Risk Management
Experience with stress testing frameworks and regulatory reporting processes
Familiarity with balance sheet optimization strategies and interest rate risk modeling
Knowledge of governance in financial institutions.

Responsibilities

Identification, modelling and measurement of the bank’s interest rate risk including the reporting of risks internally and externally.
Development and implementation of strategies to manage the bank's interest rate risk in the banking book, including management of the bank's exposure to changes in interest rates and development of hedging strategies.
Management of the bank's banking book balance sheet to optimize the allocation of assets and liabilities, and to ensure that the bank's liquidity, interest rate, and foreign exchange risks are appropriately managed within internal and external tolerance.
Management of the bank's structural interest rate risk capital position to ensure compliance with regulatory requirements and to support the bank's growth and profitability objectives.
Development and implementation of financial models to analyse the bank's balance sheet and to support decision-making processes related to asset and liability management.
Support the development and pricing of customer products to align to the bank’s risk appetite and strategy in relation to IRRBB.
Measurement of the capital requirements in relation to the interest rate and credit spread risk on the banking book.
To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness.
Collaborate closely with other functions/ business divisions.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
Take ownership for managing risk and strengthening controls in relation to the work done.
Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
Communicate complex information.
Influence or convince stakeholders to achieve outcomes.