Treasury ALM Analyst

2 weeks ago


London, Greater London, United Kingdom JSS Search Full time

A digital bank in London is on the lookout for a Treasury ALM Analyst to be part of their team. This position covers a wide range of tasks including FX hedging, IRRBB, liquidity risk, and funding. The perfect candidate should have prior exposure to treasury functions in the banking sector or a building society, focusing mainly on liquidity risk and ALM.


Key Responsibilities

  • Support in managing IRRBB
  • Suggest trades for FX hedging
  • Create central hedging programs
  • Record risk factors and constraints
  • Supervise daily liquidity needs
  • Develop hedging models

Required Experience

  • 3+ years of treasury experience
  • ALM/BSM background in banking
  • Knowledge in liquidity/funding risk management
  • Experience in IRRBB and FX risk

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