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ALM Balance Sheet Hedging & Analytics

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Barclays

29d ago

  • Job
    Full-time
    Senior Level
  • Data
    Banking & Finance
  • Chennai

AI generated summary

  • You should have a B-Tech/CA/MBA/CFA/FRM/CQF, experience in ALM/hedging, Excel proficiency, knowledge of macroeconomics, treasury products, and familiarity with QRM, AI/ML, VBA, or SQL.
  • You will model and manage interest rate risk, develop hedging strategies, optimize the banking book, ensure regulatory compliance, analyze data, and influence stakeholders effectively.

Requirements

  • B-Tech/CA/MBA/CFA/FRM/CQF/ or any equivalent Graduate /postgraduate.
  • Prior work experience in Asset liabilities Management / Good understanding of IRRBB /Hedging /Treasury products.
  • Good working experience in Excel.
  • Good to have Macroeconomics understanding.
  • Good Understanding of Treasury product, Banking book.
  • Good to have QRM /Quant /AI ML/ VBA /SQL.

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.
  • 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.

FAQs

What is the job title for this position?

The job title is ALM Balance Sheet Hedging & Analytics.

Where is this role based?

This role will be based out of Chennai.

What are the basic qualifications required for this position?

The basic qualifications include B-Tech/CA/MBA/CFA/FRM/CQF or any equivalent Graduate/Postgraduate.

Is prior experience in Asset Liability Management necessary?

Yes, prior work experience in Asset Liability Management and a good understanding of IRRBB, Hedging, and Treasury products are required.

What skills are considered desirable for this role?

Desirable skills include a good understanding of Macroeconomics, Treasury products, Banking book, and knowledge of QRM, Quant, AI/ML, VBA, and SQL.

What is the main purpose of the role?

The main purpose is to model, measure, and manage the bank’s financial balance sheet to report and optimize its risk profile and profitability.

What are some key accountabilities in this position?

Key accountabilities include identifying and measuring interest rate risk, developing hedging strategies, managing the banking book balance sheet, and supporting the development and pricing of customer products.

What are the expectations for someone at the Assistant Vice President level?

Expectations include consulting on complex issues, mitigating risks, enhancing controls, performing complex analysis, and effectively communicating complex information to stakeholders.

What values are all colleagues expected to demonstrate at Barclays?

All colleagues are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship.

Is experience with Excel required for this position?

Yes, good working experience in Excel is required.

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Barclays

Finance
Industry
10,001+
Employees
1690
Founded Year

Mission & Purpose

Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group. With over 325 years of history and expertise in banking, Barclays operates in over 40 countries and employs approximately 83,500 people. Barclays moves, lends, invests and protects money for customers and clients worldwide. Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.