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Barclays Investment Bank · 5 hours ago

Treasury Asset and Liability Management AVP

745 7th Avenue, New York

Full-time

Onsite

Mid, Senior Level

$100K/yr - $150K/yr

Barclays Investment Bank is seeking a Treasury Asset and Liability Management AVP to manage the bank’s balance sheet and interest rate risk. The role involves developing strategies for risk management, ensuring compliance with regulatory requirements, and collaborating with various teams to provide accurate ALM analytics and insights.

BankingFinancial Services

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

If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others

OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes

Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues

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. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience

Influence or convince stakeholders to achieve outcomes

Qualification

Treasury managementALM strategiesData analyticsRegulatory complianceFinancial modelingRisk managementStress testingInterest rate risk modelingCommunication skillsProblem-solving skillsLeadership skillsTeam collaboration

Required

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) is a plus

Analytical, problem-solving, and communication skills with the ability to work independently and manage multiple priorities

Preferred

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

Company

Barclays Investment Bank

Barclays Investment Bank offers large corporate clients with strategic advisory, financing, and risk management solutions. It is a sub-organization of Barclays Corporate Banking.

Founded in 1997