Treasury ALM Analyst

1 month ago


London, United Kingdom JSS Search Full time

A challenger bank is looking for a Treasury ALM Analyst to join their team in London. This is a broad role with responsibilities across FX hedging, IRRBB, liquidity risk and funding. The ideal candidate will have treasury exposure within banking or a building society, with particular focus on liquidity risk and ALM.

Responsibilities

  • Assist with management of IRRBB
  • Proposing trades to hedge FX exposure
  • Development of central hedging programs
  • Document risk drivers and limitations
  • Overseeing daily liquidity requirements
  • Design/build of hedging models

Experience

  • 3+ years of treasury experience
  • ALM/BSM experience within the banking space
  • Liquidity/funding risk management knowledge
  • IRRBB and FX risk exposure

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