AVP - ALM - Insights

Role Overview: As an Assistant Vice President in this role, your primary responsibility will be to model, measure, and manage the bank's financial balance sheet to optimize its risk profile and profitability. You will be tasked with analyzing the bank's assets and liabilities to develop strategies for managing interest rate risk on the banking book and other ALM risks. Key Responsibilities: - Identify, model, and measure the bank's interest rate risk, including reporting risks both internally and externally. - Develop and implement strategies to manage the bank's interest rate risk in the banking book, including hedging strategies. - Manage the bank's banking book balance sheet to optimize asset and liability allocation, ensuring proper management of liquidity, interest rate, and foreign exchange risks. - Ensure compliance with regulatory requirements by managing the bank's structural interest rate risk capital position. - Develop and implement financial models to analyze the bank's balance sheet and support decision-making processes. - Support the development and pricing of customer products in alignment with the bank's risk appetite and strategy. - Measure the capital requirements related to interest rate and credit spread risk on the banking book. Qualifications Required: - Proven experience in financial modeling, risk management, and asset/liability management within the banking industry. - Strong knowledge of interest rate risk management strategies and regulatory requirements. - Excellent analytical skills and the ability to develop and implement complex financial models. - Effective communication skills to collaborate with cross-functional teams and influence stakeholders. - Demonstrated leadership capabilities to lead a team and drive operational effectiveness. - Understanding of Barclays Values and Mindset to uphold the organization's moral compass and operating manual for behavior. (Note: Additional details about the company were not provided in the job description.),