Asset & Liability Manager

1 month ago


London, Greater London, United Kingdom RBS International Full time

Join us as an Asset & Liability Manager

This is an opportunity to put your financial expertise and data skills to great use as you manage our interest rate riskYou'll get to collaborate with our Centres of Expertise to model, assess and monitor interest rate risk and business performance under different economic environmentsWe'll look for you to partner with our customer facing business to help develop products and pricing, and act as a subject matter expert on relevant technology changeYou'll be well positioned to raise your profile, with the chance to collaborate with highly skilled colleagues across the business and finance communityWhat you'll do This key role will see you modelling, monitoring and managing the non-traded interest rate and foreign exchange rate risks within our Treasury function and across the business. Your role will also involve: Providing analysis to support hedging decisions and margin improvement initiativesAnalysing how specific macroeconomic scenarios impact on key net interest income drivers, making sure these assumptions are reflected in the modelsHighlighting how economic scenarios impact on forecast pricing, volume and businessCollaborating closely with the business, to support product development and act as a subject matter expert on technology change.Working closely across local and group treasury functions to connect business strategy with industry and interest rate risk developmentsThe skills you'll need

To join us in this role, you'll need qualified experience in a banking or treasury environment. You should have a full understanding of industry and treasury products, the inherent risks that these generate and the instruments that can be used to hedge these risks.

With excellent financial analysis and data skills, you'll be able to support the assessment of interest rate risk, partner our business on product development, and act as subject matter expert in our technology change agenda.

We'll also expect:

A strong awareness of interest risk management or accountingGood knowledge of retail and institutional banking products and associated hedging strategiesStrong interpersonal and communication skillsA proven track record of building productive relationships with stakeholders across different teams and levels

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