Asset Liability Manager

23 hours ago


Leeds, Leeds, United Kingdom Leeds Building Society Full time

About the Job

We are seeking an experienced Asset Liability Manager to join our team at Leeds Building Society. As a key member of our ALM team, you will be responsible for calculating and reporting the Society's Market exposures.

Key Responsibilities

  • Calculating and reporting Market exposures using QRM, our risk management system
  • Developing and maintaining the Society's ALM models
  • Operating and developing bespoke risk management / income simulation models

Requirements

  • Knowledge and understanding of Market Risk (IRRBB) concepts and measurements
  • Experience of operating and developing a bespoke risk management / income simulation model e.g. li
  • Strong Microsoft Office skills including a good level of proficiency in Excel
  • Ability to manage and analyse large sets of financial data

What We Offer

  • An annual colleague bonus of up to 12%
  • Hybrid working with 60% of your time at home
  • Matched pension contributions of up to 10%
  • 26 days holiday, plus bank holidays and holiday purchase scheme of up to 5 days each year

Salary: £60,000 - £80,000 per annum

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