BA4 - PDS Risk and Treasury

Job Description

Job Title: BA4 - PDS Risk and TreasuryLocation: MumbaiAbout BarclaysBarclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.Risk and Control ObjectiveEnsure 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.Dynamic WorkingOur dynamic working programme has been set up to help Barclays colleagues achieve an optimal work/life balance. Arrangements we offer range from working at home and changing regular hours to taking career breaks. Our Dynamic Working initiatives support colleagues at all stages of their lives, helping them with parenthood, caring, further studies and hobbiesDynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives. If you have a need for flexibility, then please discuss this with the Hiring Manager.PDS business comprises of Futures Execution & Clearing, OTC Clearing and FX Prime Brokerage business with a purpose to provide end-users with an efficient venue where they can execute and clear these products.The role requires sound understanding of Derivative products (Exchange Traded and OTC), Market Risks, Regulatory Framework, good programming/SQL/Database skills, eye for detail and an ability to liaise with the PDS front office desks to ensure the timely and accurate delivery of tasks/projects performed. Over the past four years the team has created its own niche brand within the business and the person joining this team has got a great ask to drive this brand further.The role holder will interact with regional desks to understand the key areas of business - Risk and Treasury functions and work closely with them to build solutions/models/reports that can help in making the business more efficient from resource/ revenue perspective.What will you be doing

• Key specific accountabilities: The PDS Risk and Treasury team supports PDS business globally with treasury analytics to monitor, explain and provide the management and stakeholders visibility over balances and interest PnL facing clients, exchanges and other internal/external counterparties, to work on revenue optimization initiatives, to supplement front office decision making such as funding, client pricing and buffer assessment. The team also covers day to day decision making on client collateral management and certain aspects of funding.
• The team also performs portfolio analysis and provide IM and Risk Analytics for ad-hoc or new perspective clients.
• Understand the PDS global business, Derivative products like Futures, Options, OTC, FX PB. Get hands on with database Analytics using tools like Spotfire /Qlikview/Python/SQL/VBA Macros.
• Work on regulatory reporting and exercises like CFTC Liquidation Exercise, Residual Interest projection and Front office sponsored projects to drive efficiency and revenue.
• Prepare and monitor various Market risk exposures and stress test results to determine the key drivers of risk for the desk. Present these to the senior PDS Management team with explanations and analysis.
• Reporting and Analysis of Risk sensitivities like DV01, CS01%, various Treasury reports providing Daily Collateral, Global Revenue and Balances, region wise Interest Attribution, FX and Futures product Margining, FCM Data Analysis etc.
• Managing daily deliverables and meeting all agreed SLAs and Work closely with Regional stakeholders and senior management on ADHOC requests and analysis.
• Create prototypes of innovative tools/models to facilitate decision analytics for trading or risk business.
• Ensure cross training and knowledge transfer within the team.

What we re looking for:

• Graduate or MBA from top tier Engineering/Business school.
• Excellent verbal and written communication skills, able to clearly articulate complicated issues to management and other impacted areas and ensure timely resolution of issues and breaches.
• Highly analytical and numerate with exceptional problem solving abilities and Comprehensive knowledge on Derivative products and associated risks.
• MS Access, SQL, VBA, R, Python - Technical Knowledge Database development and management. Advanced Excel (Pivot tables, Macros), MS Office skills and inclination to add IT Skills like Qlikview.
• Well organised with good time management skills and the ability to meet tight deadlines and prioritise tasks. Ability to multi-task and prioritise accordingly in a highly pressurised environment.
• Able to work effectively as part of a large team and willing to take on responsibility.

Skills that will help you in the role:

• Prior experience in working with large data and on tools such as Spotfire, Qlikview, SQL, R or Python is a plus.

Where will you be working MumbaiBe More at BarclaysAt Barclays, each day is about being more as a professional, and as a person. Be More @ Barclays represents our core promise to all current and future employees. It s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.Interested and want to know more about Barclays Visit home.barclays/who-we-are/ for more details.Our ValuesPurpose and Values We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.RespectWe harness the power of diversity and inclusion in our business, trust those we work with, and value everyones contribution.IntegrityWe operate with honesty, transparency and fairness in all we do.ServiceWe act with empathy and humility, putting the people and businesses we serve at the centre of what we do.ExcellenceWe champion innovation, and use our energy, expertise and resources to make a positive difference.StewardshipWe prize sustainability, and are passionate about leaving things better than we found them.Our DiversityWe 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 BenefitsOur customers are unique. The same goes for our colleagues. Thats 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.,

Keyskills :
risk management frameworkms officemarket riskstress testfront officedata analysisoffice skillsadvanced excelrisk analyticsrisk managementproblem solvingprime brokeragestatements of work sow