Barclays
Treasury Funding and Investments – USD Portfolio Manager, VP
Barclays, New York, New York, us, 10261
Overview
Barclays Bank PLC seeks Treasury Funding and Investments – USD Portfolio Manager, VP in New York, NY (multiple positions available). Responsibilities
Responsible for nominal duration and asset swap risk in TFI-NY’s UST holdings with a specific focus on the long end of the UST curve (20–30 year maturities). Actively assess and manage portfolio risk exposure to align with current market views, within parameters of investment guidelines. Articulate views across multiple time horizons (short to long term) and strategies (AFS, HTC, MTM; directional macro view vs RV). Manage a AAA CLO debt portfolio spanning across BB PLC and BBIE entities. Conduct stringent due diligence at CLO issuer and deal levels to assess investment suitability, develop productive partnerships with internal and external stakeholders, and ensure smooth trade execution. Provide rigorous, granular risk controls on the CLO portfolio by generating quarterly credit risk dashboards with a comprehensive quantitative view of risk exposures and ensure process compliance from legal/tax/risk perspectives throughout the life cycle of the investment. Generate sufficient total return on capital for investment ideas to meet the bank’s MTP. Develop and build an investment process with a cross-market/cross-asset macro approach to seek best opportunities that achieve target returns. Strictly follow rules and regulations/conduct guidelines defined by external regulators and internal governance/compliance in all facets of the role. Develop and maintain analytical tools designed to understand risk and P&L of TFI NY’s portfolio. Leverage Python-based infrastructure to access granular trade data from internal systems, and aggregate into customizable live reports. Reference XML-based source data and resolve bugs/discrepancies in high-level analytic tools. Verify formally reported PnL and investigate discrepancies with Finance teams. Build on a solid conceptual understanding of PnL mechanics across different products and seek to improve internal models and methodologies. Forecast carry projections of TFI-NY’s portfolio on a biweekly basis for each book, accounting for forward expectations of inflation and rate path, and other customized assumptions as needed. We expect you to be
Develop and maintain analytical tools and processes that support portfolio risk management and performance measurement. Follow Barclays Values of Respect, Integrity, Service, Excellence and Stewardship and demonstrate the Barclays Mindset to empower, challenge and drive. Senior-level expectations
To contribute or set strategy, drive requirements and make recommendations for change; plan resources, budgets, and policies; manage and maintain policies/processes; deliver continuous improvements and escalate breaches of policies/procedures. If leading a team, define roles, plan for department needs, coach performance, and guide specialists to influence operations while balancing short and long-term goals and budgets. Demonstrate leadership behaviors and, for individual contributors, act as a subject matter expert guiding technical direction and multi-year assignments; train and coach less experienced colleagues and provide information affecting long-term profits and risks. Advise key stakeholders and senior management on functional and cross-functional impacts; manage and mitigate risks and strengthen controls relevant to the team’s work. Collaborate cross-functionally to keep pace with business activity and strategies; develop solutions using sophisticated analytical thinking and research-driven problem solving. Build and maintain trusted relationships with internal and external stakeholders to achieve key business objectives using influencing and negotiating skills. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance and Sales Industries Banking and Financial Services
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Barclays Bank PLC seeks Treasury Funding and Investments – USD Portfolio Manager, VP in New York, NY (multiple positions available). Responsibilities
Responsible for nominal duration and asset swap risk in TFI-NY’s UST holdings with a specific focus on the long end of the UST curve (20–30 year maturities). Actively assess and manage portfolio risk exposure to align with current market views, within parameters of investment guidelines. Articulate views across multiple time horizons (short to long term) and strategies (AFS, HTC, MTM; directional macro view vs RV). Manage a AAA CLO debt portfolio spanning across BB PLC and BBIE entities. Conduct stringent due diligence at CLO issuer and deal levels to assess investment suitability, develop productive partnerships with internal and external stakeholders, and ensure smooth trade execution. Provide rigorous, granular risk controls on the CLO portfolio by generating quarterly credit risk dashboards with a comprehensive quantitative view of risk exposures and ensure process compliance from legal/tax/risk perspectives throughout the life cycle of the investment. Generate sufficient total return on capital for investment ideas to meet the bank’s MTP. Develop and build an investment process with a cross-market/cross-asset macro approach to seek best opportunities that achieve target returns. Strictly follow rules and regulations/conduct guidelines defined by external regulators and internal governance/compliance in all facets of the role. Develop and maintain analytical tools designed to understand risk and P&L of TFI NY’s portfolio. Leverage Python-based infrastructure to access granular trade data from internal systems, and aggregate into customizable live reports. Reference XML-based source data and resolve bugs/discrepancies in high-level analytic tools. Verify formally reported PnL and investigate discrepancies with Finance teams. Build on a solid conceptual understanding of PnL mechanics across different products and seek to improve internal models and methodologies. Forecast carry projections of TFI-NY’s portfolio on a biweekly basis for each book, accounting for forward expectations of inflation and rate path, and other customized assumptions as needed. We expect you to be
Develop and maintain analytical tools and processes that support portfolio risk management and performance measurement. Follow Barclays Values of Respect, Integrity, Service, Excellence and Stewardship and demonstrate the Barclays Mindset to empower, challenge and drive. Senior-level expectations
To contribute or set strategy, drive requirements and make recommendations for change; plan resources, budgets, and policies; manage and maintain policies/processes; deliver continuous improvements and escalate breaches of policies/procedures. If leading a team, define roles, plan for department needs, coach performance, and guide specialists to influence operations while balancing short and long-term goals and budgets. Demonstrate leadership behaviors and, for individual contributors, act as a subject matter expert guiding technical direction and multi-year assignments; train and coach less experienced colleagues and provide information affecting long-term profits and risks. Advise key stakeholders and senior management on functional and cross-functional impacts; manage and mitigate risks and strengthen controls relevant to the team’s work. Collaborate cross-functionally to keep pace with business activity and strategies; develop solutions using sophisticated analytical thinking and research-driven problem solving. Build and maintain trusted relationships with internal and external stakeholders to achieve key business objectives using influencing and negotiating skills. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance and Sales Industries Banking and Financial Services
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