Treasury Stress Testing and Planning Vice President

  • Negotiable
  • Wilmington, DE, USA Wilmington DE US
  • Permanent, Full time
  • Barclays - US
  • 12 Jul 18 2018-07-12

Overall purpose of role This role will lead the Barclays Bank Delaware (BBDE) Treasury efforts on scenario analysis for capital and funding projections to meet internal and regulatory stress testing requirements in both the US and the UK (DFAST, CCAR, PRA and EBA). In addition, the candidate will also support and help deliver BAU planning requirements.

Your Role

  • Develop, enhance and refine scenario and stress testing methodology for forecasting Treasury responsible items (such as deposits and funding balances, cost of funds, hedging impacts and investment income)
  • Produce balance sheet and cost of funds projections under baseline and stress scenarios as prescribed by the regulators and Internal requirements.
  • Manage the delivery of stress testing models by QA team to ensure compliance with model governance requirements. Work with Treasury and business stakeholders to identify business requirements for model development and/or enhancements
  • Prepare presentations and present analysis and results for senior management, the Board and regulators
  • Prepare documentation of methodology, assumptions and results as required
  • Ensure compliance of the various governance and control requirements
  • Manage the capital planning process, delivery of capital plan (under stress and BAU scenarios) and the coordination with internal Treasury stakeholders. Identify capital needs and dividend opportunities.
  • Assess capital impacts from stress testing results and changes in Basel III / regulatory methodology

Risk and Control Objective

All Barclays colleagues have to 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.

Barclays Values & Diversity

Dynamic 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. We are an equal opportunity employer and we are opposed to discrimination on any grounds. It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, colour, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.