Luxembourg, Luxembourg
6 days ago
PSI Treasury Luxembourg AVP

Purpose of the role

To design and structure complex financial products, such as derivatives, structured notes, and securitisations, to meet the specific needs of clients and market conditions.  

Accountabilities

Understanding of client investment objectives, risk tolerance, and market preferences, and analysis of market conditions, economic trends, and regulatory developments to identify potential structuring opportunities.Development and design of innovative financial products that meet the specific needs of clients and market dynamics, and structure transactions that effectively allocate risk and reward among various stakeholders.Estimation of the pricing and valuation of structured products using complex financial modelling and valuation techniques.Assessment of the credit, market, and operational risks associated with structured products, considering various market scenarios, and development of risk management strategies to mitigate potential risks and ensure product stability.Drafting and review of legal documentation for structured transactions, ensuring compliance with applicable laws, regulations, and market standards, and assistance in negotiating and finalising legal documentation with clients and counterparties.Management of the performance of structured product portfolios, including analysis of their performance against benchmarks, risk indicators, and investment objectives, and implementation and maintenance of effective risk management processes to monitor and control risks associated with structured product portfolios.

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.

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