Treasury Risk Analyst

4 days ago


Birmingham, Birmingham, United Kingdom Unity Trust Bank Full time

Key Responsibilities:

  • Develop and maintain forecasting and stress testing frameworks for market risk.
  • Undertake margin and stability analysis to ensure the bank's financial health.
  • Support the implementation of hedging strategies and derivative requirements.
  • Ensure all Treasury models are fit for purpose and compliant with best practices.
  • Coordinate the development of new Treasury products and systems.
  • Liaise with Treasury service providers to ensure efficient operations.
  • Responsible for stress testing and scenario analysis for liquidity and interest rate risk.
  • Provide management information to the ALCO committee.
  • Accountable for ALCO paper preparation on model output and regulatory updates.

Requirements:

  • Strong track record in financial services.
  • Relevant Treasury qualification (e.g., AMCT/CertBALM).
  • Knowledge of Treasury and finance.
  • Understanding of balance sheet and Treasury risks.
  • Understanding of key liquidity and interest rate ratios.
  • Understanding of ILAAP.
  • Understanding of stress testing and scenario analyses.


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