ALM Analyst - QRM

Job description

QRM Developer

Northampton

About Consumer Risk and Finance, Treasury and Liquidity (CRFTL)

Consumer Risk and Finance, Treasury and Liquidity (CRFTL) is responsible for managing the key resources of capital, balance sheet, funding and liquidity providing the bank, its businesses and other stakeholders, such as regulatory authorities, with key information, policies, standards, metrics and methodologies. ALM Treasury Technology is responsible for IT delivery and accompanying change implementation to support our CRFTL business partners.

About ALM Treasury Technology

ALM Treasury Technology is a diverse transformation team facing off to senior Group Treasury stakeholders. They collectively build and support a suite of applications and processes that ultimately enable Barclays Treasury to robustly manage Interest Rate Risk in the Banking Book. QRM is the vendor product leveraged by ALM Treasury Technology to manage Interest Rate Risk in the Banking Book.

“We are an equal opportunity employer and we are opposed to discrimination on any grounds

Overall purpose of role

This is an opportunity to work with the build, development and use of the QRM model for the management of Interest Rate Risk in the Banking Book (IRRBB), as well developing a wider understanding of ALM and Risk Management practices in Barclays.

Previous experience with QRM is a must,  the role will be to enhance and improve on this knowledge so that in depth QRM model development can be carried out.

QRM risk management software is industry leading and is used by a large number of top financial institutions worldwide. Barclays are currently implementing the Asset and Liability Management (ALM) module.

Key Accountabilities

The role requirements are to build up QRM knowledge and the application of this. Core requirements will be:

Work with the existing model team members to build up knowledge of the QRM model. Be proactive in seeking out development opportunities.

Work with the Product Owner group and key Stakeholders to understand development requirements and how these would be carried out in QRM

Undertake change and development of the QRM model

Test changes to the model and work with stakeholders to gain agreement and sign off

Stakeholder Management and Leadership

Decision-making and Problem Solving

The role requires the ability to analyse development requirements, understand the implications for these requirements and work out the optimal way to model these in QRM. The analysis of development requirements will not just relate to the QRM model, but also to data and reporting. Model Team members are expected to understand the implication for potential changes across all areas, including data, staging, model and reporting.

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.

Person Specification

Required skills:

Knowledge of basic banking products

Ability to work in a high pressure/variable working environment

Able to learn quickly and grasp complex concepts

Clear communication skills

Self motivated and able to work independently, as well work as part of a team

Strong organisational skills

Previous experience in Treasury or Risk

Purpose and Values

Barclays has a single cross-business Purpose for Barclays and five core Values which underpin it.

Our Purpose is to create opportunities for people to rise- customers, clients, colleagues and society. Put simply this is the answer to the question ‘What is Barclays for?’ and it should guide our every action as employees.

We respect and value those we work with, and the contribution that they make.

We act fairly, ethically and openly in all we do.

We put our clients and customers at the centre of what we do.

We use our energy, skills and resources to deliver the best, sustainable results.

We are passionate about leaving things better than we found them.

Extra information

Status

Closed

Location

Northampton

Type of Contract

Graduate Jobs

Profession type

Customer Service

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No