Model Execution AVP
Location: London (2-3 days at the office)
We are looking for a Model Execution AVP on a contract basis who will sit within the Barclays Group Service Company supporting the BI (Barclays International) & BUK (Barclays UK) entities. The holder of the role will have an excellent knowledge of the firm’s booking and operational systems.
- Support the Behavioural Assumptions and Modelling CoE in the monthly reporting cycle for QRM and support the team for QRM and FTP change where possible
- Ensure that the running of the QRM model for IRRBB is carried out efficiently, accurately and in a timely manner
- Ensure that all procedures and processes for running the QRM model are in place and are comprehensive
- Ensure the integrity of QRM output used by stakeholders, by completing and understanding data quality and consistency control checks pre, during and post model run
- Work on pre-model running processes used for hedging the IRRBB of each cluster
- Work closely with the QRM development team on transition activities ensuring that the QRM Model remains is fit for purpose, and all procedures and status reports are updated
- Excellent numeric and analytical skills
- QRM and ALM experience is a great advantage
- Strong working knowledge of Microsoft Excel (Pivot tables, vlookups, sumifs etc.)
- Understanding and appreciation of an IT function within Finance/Treasury processes
- Knowledge of transfer pricing, liquidity or capital concepts is an advantage
- Ability to explain complex ideas in simple language to stakeholders
Where will you be working?
Interested and want to know more about Barclays?
Visit home.barclays/who-we-are/ for more details.
Barclays is a British universal bank. They are diversified by business, by different types of customers and clients, and by geography. Their businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by their service company which provides technology, operations and functional services across the Group.
We are an equal opportunity employer and we are opposed to discrimination on any grounds.
Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager.
Everything Barclays does is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Their values inform the foundations of their relationships with customers, clients, employees and contractors.
Barclays aims to foster a culture where individuals of all backgrounds feel confident in being themselves, feel included and empowered to add value.
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. Where appropriate, and for UK based roles, we will consider requests that the role be based at alternative Barclays’ key UK location from that advertised.
We’re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers’ and clients’ needs. Whether you have family commitments or you’re a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility, then please discuss this with the hiring manager.