Job Description

As an AVP in Treasury Funding and Investments Risk and Analytics (TFI RnA) based in London, you will build prototypes and scalable analytics solutions in collaboration with the trading desks and market risk teams, using Python, Quantitative libraries and APIs, SQL and DevOps frameworks to ensure reliability and performance.


You will lead the adoption and application of ML and GenAI models and methods and automation frameworks in the wider Treasury function. You will be the product owner for technical applications used by the trading desks for markets activity including interest rate curve marking, trade capture and lifecycling and intraday risk and PnL. You will assist the desk with data driven decision making by developing your knowledge of systems and their capabilities and collaborate closely with Quantitative analysts and technology to deliver requirements.


Candidates should have a degree in Maths, Physics or Engineering, preferably with some experience working in Financial Services. Financial or risk management qualifications are desirable as is familiarity with interest rate and credit products and derivatives. They must have strong communication skills with an ability to effectively engage with stakeholders at all levels of seniority.


You may be assessed on key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Purpose of the role

To collaborate with Treasury Trading and Treasury functions to propose and define change plans and requirements. Product ownership and subject matter expertise of the technical application stacks used by the trading desk including quantitative and data analytics tools and platforms. Rapid prototyping of reporting and analyses to support data driven decision making.

Accountabilities

Technical and business process change business cases for Treasury and Finance MTPs and transformation, defining outcomes, benefits and participating in change lifecycle requirements like detailed business cases, business readiness plans and delivered risk assessments. Provision of governance and oversight of managed, consumed and BAU projects and book of work, translating high level requirements to development tasks, removing blockers to delivery and managing risks and serving as a liaison between business users and development team, diagnosing and delivery of resolution of trading platform issues and application errors, collaborating with IT teams to address complex technical breaks and ORACs. Quantitative and data analytics tools and techniques to extract insights from large datasets, identifying patterns, trends and anomalies that may indicate potential risks and errors, investigating and analysing data issues, work collaboratively with Quantitative Analyst and IT teams to address complex valuation problems. Identification, collection, extraction of data from various sources, including internal and external sources. Gather business requirements to define report content, develop prototype reports and on-board with IT teams for automated data acquisition, workflows and report generation processes providing improved efficiency and timeliness. Tactical implementation of resource management methodologies to assess the bank's resilience under various economic shocks, evaluate the impact of market shocks and credit risk events on the bank's funding profile, financial position and regulatory capital adequacy.

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 performance relative to objectives and determination of reward outcomes If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others. OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes. Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues. Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda. Take ownership for managing risk and strengthening controls in relation to the work done. Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function. Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy. Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively. Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience. Influence or convince stakeholders to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship - our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset - to Empower, Challenge and Drive - the operating manual for how we behave.