ALM Insights

Job Description

As a Barclays Asset and Liability Management (ALM) Insights Manager, you will be part of the ALM Insights team, working within the ALM Treasury Transaction Cycle, to manage the Interest Rate Risk in the Banking Book. This is an exciting opportunity tojoin a knowledgeable team, where you will be providing insights and MI on the Banking Book Balance Sheet position, key risks and performance indicators. Barclays is one of the worlds largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creatingfinancial and digital solutions that the world now takes for granted. We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern optionsfor the role with the hiring manager. Hybrid WorkingWe are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern optionsfor the role with the hiring manager. What will you be doing Supporting ALM through the assessment and interpretation of new and emerging IRRBB regulations including those from the PRA and EBA Producing and maintaining a gap analysis of current compliance to Standards and Guidelines Working alongside ALM Transformation Teams to provide guidance on regulatory expectations and review change proposals for compliance with Standards Continuously horizon scanning for new and changing requirements as regulators continue to evolve IRRBB regulation Providing technical support and build relationship with key stakeholders and colleagues across the ALM TTC, ALM Transformation, Technology and Non-Traded Market Risk Teams Actively ensuring that all duties are carried out in full compliance with regulatory requirements Developing a good understanding of the banking book balance sheet to ensure all Non-Traded Market Risk (NTMR) is identified, understood and measured appropriately Efficiently communicating the outcomes to key stakeholders both independently and as part of the wider team What were looking for: Excellent numeric, analytical skills and extensive working knowledge of Microsoft Excel (e.g. Pivot tables, Vlookups, Sumifs) Ability to work as part of a team and add value to the development of the ALM function, as well as a knowledge of the (UK/EU) IRRBB regulatory requirements Good understanding of risk metrics such as EVE, VaR and NII Knowledge of the products and services offered by banks including their inherent risks and how to mitigate them Skills that will help you in the role: Educated to Degree level in a numerical subject or previous relevant equivalent experience Good understanding of Balance Sheet risk drivers in a bank and appropriate mitigation strategies Previous working experience of using SQL and/or QRM Experience of financial products such as derivatives and structured products (including options), their pricing and their use in market risk management Where will you be workingIn the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as: a gym, staff restaurant and deli bar, and it is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to nonewith a real buzz being created around the offices within.