Job Description
Purpose of the role
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.
Accountabilities
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 optimize 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.
Analyst Expectations
To perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement.
Requires in-depth technical knowledge and experience in their assigned area of expertise
Thorough understanding of the underlying principles and concepts within the area of expertise
They lead and supervise a team, guiding and supporting career development, allocating work requirements and coordinating team resources.
If th

📌 ALM Transformation Analyst (Chennai)
🏢 Barclays
📍 Chennai