ALM Balance Sheet Hedging & Analytics

To be successful as a ALM Balance Sheet Hedging & Analytics, you should have below skillsets:

Basic/ Essential Qualifications:

• 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.

Desirable skillsets/ good to have:

• Good to have Macroeconomics understanding.
• Good Understanding of Treasury product, Banking book.
• Good to have QRM /Quant /AI ML/ VBA /SQL

This role will be based out of Chennai.

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 banks 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 banks interest rate risk in the banking book, including management of the banks exposure to changes in interest rates and development of hedging strategies.
• Management of the banks banking book balance sheet to optimize the allocation of assets and liabilities, and to ensure that the banks liquidity, interest rate, and foreign exchange risks are appropriately managed within internal and external tolerance.
• Management of the banks structural interest rate risk capital position to ensure compliance with regulatory requirements and to support the banks growth and profitability objectives.
• Development and implementation of financial models to analyse the banks 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.