Asset & Liability Management Specialist - AVP

Barclays — Chennai, DLF IT Park

Job Description Purpose of the role To model, measure and manage the bank’s financial balance sheet to report and optimise its risk profile and profitability by analysing the bank's assets and liabilities and developing strategies to manage interest rate risk on the banking book and other ALM risks. Accountabilities Identification, modelling and measurement of the bank’s interest rate risk including the reporting of risks internally and externally. Development and implementation of strategies to manage the bank's interest rate risk in the banking book, including management of the bank's exposure to changes in interest rates and development of hedging strategies. Management of the bank's banking book balance sheet to optimize the allocation of assets and liabilities, and to ensure that the bank's liquidity, interest rate, and foreign exchange risks are appropriately managed within internal and external tolerance. Management of the bank's structural interest rate risk capital position to ensure compliance with regulatory requirements and to support the bank's growth and profitability objectives. Development and implementation of financial models to analyse the bank's balance sheet and to support decision-making processes related to asset and liability management. Support the development and pricing of customer products to align to the bank’s risk appetite and strategy in relation to IRRBB. Measurement of the capital requirements in relation to the interest rate and credit spread risk on the banking book. Assistant Vice President Expectations To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions. Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performan

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