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ALM Modelling & Regulatory Strategy

London, United Kingdom
Competitive Salary
Closing date
Feb 29, 2024

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Job Role
Business Analyst
Contract Type
Full Time
Modelling and Regulatory Strategy London
As a Barclays Modelling and Regulatory Strategy, you will work with the team responsible for analysis of IRRBB risk across all entities, businesses, and product types. With a focus on metric calculations, analysis, reporting and modelling, you will be responsible for delivering relevant and timely analysis on regulatory and internal risk metrics. This is an exciting opportunity to be a valued and trusted adviser to your stakeholders, providing critical input to the commercial and strategic decisions that underlie Barclays’ success.

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. 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.

At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, ‘anchor’, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.

What will you be doing?

Supporting the IRRBB Pillar 2A ICAAP calculation, including performing key controls for the calculation and production of analytical review pack to support sign-off
Supporting the monthly Supervisory Outlier Test (‘SOT’) calculation for internal and external semi-annual disclosure, including preparing insights and analysis
Providing IRRBB insights and analysis on an ad hoc basis to enable the assessment of potential transactions and their impact
Reviewing and supporting the team to develop market risk measurement techniques across IRRBB internal and external reporting
Performing analysis of often complex transactions to assess the appropriate trade-off between risk and return
Embedding relevant elements of Regulatory Reporting into BAU risk analysis to improve transparency and cohesion
Developing a detailed understanding of banking book balance sheet to ensure all market risks are identified, understood and measured appropriately
Being responsible for a pro-active identification of control gaps/weaknesses either current or upcoming because of new regulatory/Group requirements.

What we’re looking for:

Experience of the risk management activities of Treasury and/or Balance Sheet Management function
Excellent numeric and analytical skills
Developed working knowledge of Microsoft Excel (Pivot tables, vlookups, sumifs etc.)
Excellent presentation and communication skills (include writing);

Skills that will help you in the role:

Degree / MSc in a quantitative discipline
Previous working experience of using QRM
Understanding of mechanisms for quantifying and hedging direct and indirect non-traded market risks
Understanding of Interest Rate Risk in the Banking Book

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 none with a real buzz being created around the offices within.


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