Global Investment Bank
As a member of the Funding & Investment (TFI) Asia Pacific team, the role member is accountable to the Regional Head of TFI for the management and execution of the funding needs of the firm, mitigating the cost of the liquidity pool, and aggregating, hedging and managing interest rate risk to meet Treasury's purpose which is to balance the supply and demand of money and capital to create sustainable value.
Overall purpose of role
Owner of liquidity execution, investment strategies and regulatory requirements related to liquidity of JPY. Provide support to Tokyo Branch and Liquidity Team for Asian liquidity operations.
- The role will be responsible for JPY globally across TFI. They will act as subject matter expert for the area providing an initial escalation point for matters involving the currency.
- The role will actively manage the market and credit risk arising from any transactions conducted in JPY by TFI in any of the global branches. Management of this risk must be in adherence with risk limits as set out by GFRM, proactively manage the buffer assets in the JPY book with a view to help reduce the overall cost of liquidity for JPY.
- The role is required to own and maintain the internal JPY pricing curves (Economic Funding Curves) used to transfer price funding transactions between various Barclay's businesses and TFI.
Tokyo Branch / Liquidity team
- As a member of the Asia TFI team in Japan, the role will be involved with the daily liquidity management in Tokyo branch and Liquidity team. There will be a requirement that the role has a full understanding of the regulatory requirements in Japan and the day to day operations in the Tokyo branch.
- The role will be expected to provide support around BAU operations in the branch liquidity management, Money Market Operations conducted by the Bank of Japan, EF Pricing, and ongoing administrative queries.
- The role must ensure that Tokyo Office and Liquidity team at all times complies with the liquidity stress test limit framework as set out by Funding and Liquidity Management (FLM). The management of the branch limits will require the role to actively engage in unsecured funding and FX forward transactions in order to fund the branch's stressed outflows and build sufficient liquidity buffers by actively managing the bond portfolio against liquidity stresses. This will require a high level understanding of money market, FX forward, interest rate swap, cross currency swap and bond markets.
- The role will be mandated to engage in trading activities to enhance the returns of the TFI group, in order to help reduce the cost of liquidity for the bank. This trading must comply with all limits set out by GFRM and by TFI management.
- Strong communication skills - Ability to explain complex ideas in simple words to senior management in the business
- Strong Technical skills - good understanding of internal systems including booking systems, new curves, internal processes and booking structures
- Attention to detail and an analytical character to manage liquidity metrics as consequences of breaches can be potentially large
- Ability to work independently - Ability to be self-reliant and be an independent thinker
- Strong understanding of markets/trading related concepts
- Management of key stakeholders - Ability to build good relationships with key stakeholders and businesses to improve TFI's ability to manage liquidity more efficiently
- Strong understanding of regulatory requirements related to liquidity
- Proficiency in Japanese and English
- Interests in other Asia Currencies investment outside JPY is also preferred.
Full 2 holiday week system (Sat/Sun) national holidays
New year's holiday
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