Liquidity Risk Methodology

Job description

About Barclays

Barclays is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US.

With over 325 years of history and expertise in banking, Barclays operates in over 40 countries and employs approximately 130,000 people. Barclays moves, lends, invests and protects money for customers and clients worldwide . Please visit our website here for more information.

About Barclays Treasury and Capital Risk – Funding & Liquidity Risk

As a key pillar of Barclays Treasury and Capital Risk, the Funding & Liquidity Risk team is responsible for the definition, measurement and monitoring of Barclays' liquidity risk as well as oversight of the Treasury function's management of liquidity risk.

The Group consists of four main functions:

· Liquidity Risk Methodology & Limits
· Liquidity Risk Oversight
· Reporting and Analytics
· Strategic Infrastructure and Change

The Liquidity Risk Methodology & Limits team is responsible for the development of liquidity stress models for all businesses within Barclays and for interpreting the evolving regulatory environment for liquidity risk. The team is also responsible for managing the limits framework related to funding and liquidity metrics.

The majority of the team's work is project-based. Projects can centre on developing new assumptions and methodologies for individual products and business lines or new scenarios. Projects can also focus on scrutinizing and updating the liquidity risk control framework and limits. All projects typically involve initial problem-solving and analysis to propose a new approach, typically developed in close collaboration with the relevant businesses.

Role Purpose

The liquidity risk VP will principally work on heading Barclays' interpretation of liquidity regulations and ensure that a clearly articulated methodology is consistently communicated across all business lines of the Bank.

Key Accountabilities
· Key point of contact for all internal and external matters relating to regulatory interpretation for liquidity risk
· Engage with external stakeholders, including regulators and industry peers
· Collaborate with business lines and first line funding teams in adapting business practices to better align with liquidity regulations
· Act as a subject matter expert to help develop methodology for liquidity charges in FTP framework

Person Specification
· Strong understanding of liquidity risk
· Project management experience
· Excellent stakeholder management skills
· Management experience

Risk and Control Objective

All Barclays colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards


Benefits

Our customers deserve the best. The same goes for our employees. That's why at Barclays you'll receive a range of benefits that include a competitive salary and all the tools, technology and support you need to succeed.


Our Culture

Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. The values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our employees. Simply put, success is not just about what you achieve, but about how you achieve it.

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.

Barclays is an equal opportunity employer and are opposed to discrimination on any grounds. For more detailed information, please visit our dedicated Diversity and Inclusion site here .