BI ALM Risk Manager

London, United Kingdom
13 May 2022
27 May 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays ALM (Asset Liability Management) Risk Manager you will be supporting the banking book businesses in maintaining stable income from their balance sheet holdings. This is an exciting role where you will be responsible for certain operational aspects of the NTMR (Non traded market risk) function: such as conformance with the Group Risk Policies; conformance with the market risk limits; and operate the procedures to adhere to agreed market risk appetite.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Supporting the identification, measurement and management of Interest Rate Risk in the Banking Book (IRRBB), FX risk and other market risks within the banking book
• Producing regular and adhoc MI/analysis related to IRRBB, FX and other market risks. This will include Annual Earnings at Risk and other risk metric forecasting under different scenarios
• Reviewing and challenging new products from ALM risk perspective and work closely with Business, Finance and Treasury to ensure that the risks are hedged or managed appropriately
• Supporting the review and challenge of Product and Structural hedging strategies proposed by Treasury
• Using your detailed understanding of the ALM Risk Management model ensure that all products are accurately modelled and risk metric results are accurate
• Supporting the review and challenge of the behavioural assumptions used for hedging IRRBB
• Reviewing and challenging regulatory reporting related to IRRBB, FX and other market risks
• Ensuring compliance with Group Market Risk policies and standards in compliance with the Group ERMF

What we're looking for:
• Good stakeholder management skills required; role holder will need to work effectively across the bank's structure with key stakeholders across the Globe
• Excellent communication and collaboration skills, as will need to collaborate with other business areas such as Treasury, Product areas, Finance, Risk and IT
• Ability to distil complex issues to clear and concise briefings for senior management
• Exceptional analytical skill to navigate through complex problems

Skills that will help you in the role:
• Exceptional analytical skills with the ability to consistently make good decisions through a combination of analysis, business acumen, and sound judgment
• Ability to interact at all levels of the organisation
• Excellent written and verbal communication skills
• Understanding of Treasury ALM Management

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.

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