Treasury & Capital Risk – VP (Digital Assets)

Responsibilities

• Analyze the bank's asset and liability profile, including maturity mismatches, interest rate sensitivity, and cash flow projections.
• Develop and implement investment risk and asset liability risk management frameworks and policies in line with regulatory requirements.
• Monitor and report on key ALM metrics, such as net interest income sensitivity, economic value of equity sensitivity, and duration gap.
• Identify, assess, and monitor risks associated with the investment portfolio, including market, credit, and operational risks.
• Perform stress testing and scenario analysis to assess the impact of macroeconomic scenarios on the banking book portfolio.
• Advise key stakeholders and senior management on functional and cross-functional areas of impact and alignment.
• Lead collaborative, multi-year assignments and guide technical direction as a subject matter expert.

Requirements

• Deep understanding of liquidity risk management, including liquidity metrics, stress testing, and funding profiles.
• Expertise in ALM risk, including interest-rate risk, structural hedging, and balance-sheet dynamics.
• Strong financial risk analysis skills with the ability to interpret risk drivers and model outcomes.
• Proven ability in stakeholder management, working effectively with Treasury, Risk, and Technology teams.
• Excellent executive communication skills with the ability to present complex risk topics to non-technical audiences.

Preferred Qualifications

• Knowledge of digital assets and the ability to translate emerging technology concepts into risk implications.
• Experience in change and transformation within a large-scale financial institution.

About the Company

Barclays is a leading international financial services group. Our culture is built on our core values of Respect, Integrity, Service, Excellence, and Stewardship. We empower our people to challenge the status quo and drive innovation in an evolving global market.