Alm Customer Irrbb Strategy

2 days ago

London, United Kingdom eFinancial Careers Full time

As a Barclays ALM Customer IRRBB Strategy Manager, you will be involved in IRRBB risk identification, customer behaviouralisation and managing a broad range of customer product structural hedge portfolios, as well as analysing NII and hedge performancein order to develop effective hedging strategies and methodologies. This is a great opportunity to develop your career in a knowledgeable ALM team.
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 creatingfinancial and digital solutions that the world now takes for granted.
**What will you be doing?**:

- Reviewing the group's Balance Sheet to ensure that all IRRBB exposures are being captured and managed appropriately
- Owning a broad range of structural hedge portfolios, including understanding historic and forecast product performance and determining how much to hedge and to what duration
- Performing ongoing dynamic analysis of the Banks' hedging programmes and overall NII performance in response to changes in the macro economic environment
- Developing improved methodologies and frameworks for hedgeable balance calculations and the setting of core and rate sensitive hedge durations
- Reviewing our strategy and performance against peers
- Supporting the ALM transform agenda (e.g. working with the QRM and QA teams) including developing the team's analytical capabilities to enable increasingly commercial decision making
- Supporting their line manager and Head of ALM Analytics on key strategic initiatives as the agenda evolves over time
**What we're looking for**:

- Previous customer banking book ALM/IRRBB experience preferable
- Good understanding of a bank's balance sheet/sources of interest rate risk and appropriate mitigation strategies
- Excellent presentational abilities, both written and oral
- Proven stakeholder management and communication skills at all levels including with senior management
**Skills that will help you in the role**:

- Self-motivated with good governing skills
- Numeric degree or professional qualification
- Control oriented mind-set
- Excellent interpersonal skills
**Where will you be working?**
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to nonewith a real buzz being created around the offices within.

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