AVP, Risk Analyst, Investment Function

The Treasury is centred around five global functional pillars – Capital Management, Liquidity Management, ALM/FTP, Treasury Execution and the Investment Function – complemented by three regional and two business cluster Treasuries. These functional, regional and business treasuries work together in a matrix structure. Treasury is represented at Group ExCo by the CFO and at Cluster ExCo by the Barclays Treasurer

The banks treasury Investment Function manages the firm’s liquid asset buffer to optimise the return of investment assets to partially offset the costs of holding the buffers. Additionally the team optimises structural hedging programs whilst managing and investing surplus capital and liquidity, within capital constraints and targets.

The Investment Function is split into two teams, portfolio managers and the team responsible for risk, returns, capital, asset allocation benchmarking.

This new AVP role sits in the team that is responsible for risk, returns, capital, asset allocation benchmarking. As a Risk Analyst in this team you will be responsible for:

• Analysis and reporting for risk, returns and capital

• Building breakeven decision tools for returns on risk/capital/balance sheet.

• Reporting and analysis for senior management.

• Close interaction with other areas in Treasury, QA, PC, IT Ops on projects, driving business needs

• Market analysis for stress testing and understanding of liquidity constraints.

To be the successful Risk Analyst in the Treasury Investment Function you will likely offer markets focussed experience at a financial institution with experience and understanding of derivatives and fixed income products (in particular bonds and swaps). The successful Risk Analyst in the Treasury Investment Function will more than likely hold a degree from a top tier university that includes significant maths or applied maths focus. Other tangible skills will include an understanding of risk measures, the ability to problem solve while still employing accuracy and attention to detail. Data manipulation skills are of the utmost importance, in particular Excel/VBA and some programming experience is preferred.

To apply for this outstanding Risk Analyst vacancy in the Treasury Investment Function and to view a full job description please forward your Curriculum Vitae to Andrew Clark, quoting reference ACK1784580 at andrew.clark@robertwalters.com

 

May 11, 2013 • Tags:  • Posted in: Financial

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