Liquidity Risk Methodology Specialist AVP
Glasgow, United Kingdom
6d ago

What will you be doing?

  • Independently drive forward projects to improve the liquidity risk framework, such us calibrate new stress models,
  • Producing and maintaining up to date model documentation for liquidity stress models,
  • Configuring and updating liquidity stress models within the strategic stress platform (FISCUS-MEE),
  • Involvement in Treasury change initiatives including working with IT in the automation of liquidity stress testing,
  • Reviewing and updating the ILAAP documentation on a yearly basis,
  • Producing bespoke stress scenarios requiring data mining and analysis,

  • Mentoring junior members of the team to support their career development,
  • Where appropriate, supporting the management of the team by deputising for the VP in meetings etc,
  • Support the development of a high-performing, disciplined team, managing the requirements of multiple stakeholders.
  • What we’re looking for :

  • Degree in quantitative discipline or equivalent
  • Advanced Visual Basic skills and basic programming experience (e.g. SQL),
  • Basic understanding of liquidity risk,
  • Good documentation skills.
  • Skills that will help you in the role :

  • Experience of model development, model lifecycling and model monitoring,
  • Experience of risk monitoring and control frameworks,
  • Experience communicating with senior management,
  • Experience of mentoring / buddying junior members.
  • Where will you be working?

    This role will be based in the Aurora Building, 1 of our 3 modern City Centre locations until our exciting new campus location overlooking the River Clyde at Buchanan Wharf is opened in 2020.

    Aurora is close to the main stations, other transport links and also benefits from an onsite canteen. Interested and want to know more about Barclays?

    Visit / who-we-are / for more details.

    Our Values

    Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues.

    Simply put, success is not just about what you achieve, but about how you achieve it.

    Our Diversity

    We aim 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 our vision and goals.

    Our Benefits

    Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances.

    These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be.

    We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with us.

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