As a Barclays AVP ALM Reporting  you may be assessed on key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Barclays is required by law to confirm that you have the Legal Right to Work in any role that you apply for. If you currently hold a work visa sponsored by Barclays, or you would require sponsorship from Barclays, you must declare this as part of your application. Sponsored visas are role and entity specific and any changes must be reviewed. It is important that you ensure you are working on the correct visa at all times. Failure to accurately disclose your visa status or Legal Right to Work may result in your application or any employment offer being withdrawn at any time. 

Purpose of the role

To model, measure and manage the bank’s financial balance sheet to report and optimise its risk profile and profitability by analysing the bank's assets and liabilities and developing strategies to manage interest rate risk on the banking book and other ALM risks.  

Accountabilities

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.

Assistant Vice President Expectations

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.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.