Treasury Asset and Liability Management AVP

Join Barclays as a Treasury Asset and Liability Management AVP, where you’ll play a critical role in managing the bank’s balance sheet, and interest rate risk. In this role you will support the development and execution of strategies while ensuring compliance with regulatory requirements. You will partner with Treasury, Finance, Risk, and business teams to deliver accurate ALM analytics, reporting, and insights that support strategic decision‑making, while managing interest rate risk, and driving process optimization.

To be successful as a Treasury Asset and Liability Management AVP, you should have experience in the following areas:

• Degree in Finance, Economics, Accounting, or related experience in Treasury, ALM, liquidity risk management, or balance sheet management within banking or financial services
• Understanding of regulatory requirements
• Proficiency in data analytics and reporting tools, including Excel, SQL, Python; experience with visualization tools (Tableau, Power BI) is a plus.
• Analytical, problem‑solving, and communication skills with the ability to work independently and manage multiple priorities.

Other highly valued skills and experience include:

• Professional certification in Treasury or Risk Management
• Experience with stress testing frameworks and regulatory reporting processes
• Familiarity with balance sheet optimization strategies and interest rate risk modeling
• Knowledge of governance in financial institutions.

You may be assessed on the 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.

This role is based in New York, NY.

Minimum Salary: $100,000
Maximum Salary: $150,000

The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any another type of compensation or benefits that may be available.

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.

• 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 optimise 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.

• 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…