Regulatory Returns Analyst
Description✓Location: London [Hybrid working- 2 days per week on site]
✓Length- 6 Months
✓PAYE only
✓Overall purpose of the role
✓The role holder will sit within the ‘Insights’ COE which is responsible for analysis of IRRBB risk across all entities, businesses and product types including the modelling and justification of their capital impacts
✓They will be responsible for delivering ALM Insights Transformation deliverables including relevant and timely analysis on associated risk metrics in unison with other Treasury’s centres of excellence.
✓Key Accountabilities:
✓Transformation;
✓Manage and oversee the development of modelling approaches to new products with regard to the key ALM metrics such as EVE, NII and SOT.
✓Manage and embed the modelling of new products into appropriate regulatory returns such as STDF/FDSF and ICAAP
✓Develop a detailed understanding of banking book balance sheet to ensure all market risks are identified in proposed changes and are understood and measured appropriately.
✓Pro-active identification of control gaps/weaknesses either current or upcoming as a result of new regulatory/Group requirements.
✓Governance & stakeholder management;
✓Lead the ALM Insights engagement with regard to new product development at appropriate forums
✓Maintain effective relationships with key stakeholders to ensure the delivery of objectives, requirements are understood and goals supported
✓Key Skills:
✓Experience of the risk management activities of Treasury and/or Balance Sheet Management function
✓Knowledge of key EBA/PRA and Basel regulations on IRRBB and NTMR.
✓Good understanding of Interest Rate Risk in the Banking Book;
✓Excellent numerical and analytical skills;
✓Strong working knowledge of Microsoft Excel [Pivot tables, vlookups, sumifs etc.];
✓Knowledge of products and services offered by major banks, the inherent risks and how to mitigate them.
✓About Barclays
✓Barclays is a British universal bank
✓It is diversified by business, by different types of customers and clients, and by geography
✓Barclays 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 its service company which provides technology, operations and functional services across the Group.
✓Values
✓Everything Barclays does is shaped by its five values of Respect, Integrity, Service, Excellence and Stewardship
✓The Barclays values inform the foundations of its relationships with customers and clients, but they also shape how Barclays measure and reward the performance of colleagues
✓Simply put, success is not just about what you achieve, but about how you achieve it.
✓Diversity
✓Barclays aims to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to Barclays vision and goals.
✓Hybrid Working
✓Barclays is currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in
✓Barclays is flexible on how this works and it may continue to change and evolve
✓Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter
✓However, some colleagues may choose to spend more time in the office over a typical period than their role type requires
✓Barclays also has a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances
✓Your Benefits
✓As a contract employee of Randstad Sourceright, you’ll receive a wide range of financial and personal benefits
✓There’s enrolment in a pension plan [after 12 weeks on assignment] and holiday pay
✓You’ll also get 24/7 access to an Employee Assistance Programme, designed to help you deal with any problems that could be affecting your home or work life
✓Plus, there’s discounts at heaps of high street shops, restaurants and entertainment - from Asda to Zizzi Italian restaurants Show more →
✓Length- 6 Months
✓PAYE only
✓Overall purpose of the role
✓The role holder will sit within the ‘Insights’ COE which is responsible for analysis of IRRBB risk across all entities, businesses and product types including the modelling and justification of their capital impacts
✓They will be responsible for delivering ALM Insights Transformation deliverables including relevant and timely analysis on associated risk metrics in unison with other Treasury’s centres of excellence.
✓Key Accountabilities:
✓Transformation;
✓Manage and oversee the development of modelling approaches to new products with regard to the key ALM metrics such as EVE, NII and SOT.
✓Manage and embed the modelling of new products into appropriate regulatory returns such as STDF/FDSF and ICAAP
✓Develop a detailed understanding of banking book balance sheet to ensure all market risks are identified in proposed changes and are understood and measured appropriately.
✓Pro-active identification of control gaps/weaknesses either current or upcoming as a result of new regulatory/Group requirements.
✓Governance & stakeholder management;
✓Lead the ALM Insights engagement with regard to new product development at appropriate forums
✓Maintain effective relationships with key stakeholders to ensure the delivery of objectives, requirements are understood and goals supported
✓Key Skills:
✓Experience of the risk management activities of Treasury and/or Balance Sheet Management function
✓Knowledge of key EBA/PRA and Basel regulations on IRRBB and NTMR.
✓Good understanding of Interest Rate Risk in the Banking Book;
✓Excellent numerical and analytical skills;
✓Strong working knowledge of Microsoft Excel [Pivot tables, vlookups, sumifs etc.];
✓Knowledge of products and services offered by major banks, the inherent risks and how to mitigate them.
✓About Barclays
✓Barclays is a British universal bank
✓It is diversified by business, by different types of customers and clients, and by geography
✓Barclays 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 its service company which provides technology, operations and functional services across the Group.
✓Values
✓Everything Barclays does is shaped by its five values of Respect, Integrity, Service, Excellence and Stewardship
✓The Barclays values inform the foundations of its relationships with customers and clients, but they also shape how Barclays measure and reward the performance of colleagues
✓Simply put, success is not just about what you achieve, but about how you achieve it.
✓Diversity
✓Barclays aims to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to Barclays vision and goals.
✓Hybrid Working
✓Barclays is currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in
✓Barclays is flexible on how this works and it may continue to change and evolve
✓Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter
✓However, some colleagues may choose to spend more time in the office over a typical period than their role type requires
✓Barclays also has a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances
✓Your Benefits
✓As a contract employee of Randstad Sourceright, you’ll receive a wide range of financial and personal benefits
✓There’s enrolment in a pension plan [after 12 weeks on assignment] and holiday pay
✓You’ll also get 24/7 access to an Employee Assistance Programme, designed to help you deal with any problems that could be affecting your home or work life
✓Plus, there’s discounts at heaps of high street shops, restaurants and entertainment - from Asda to Zizzi Italian restaurants Show more →