Asset Liability Risk Manager

20 hours ago


Leeds, Leeds, United Kingdom Leeds Building Society Full time

We are seeking a highly skilled Asset Liability Risk Manager to join our team. As a key member of our ALM team, you will be responsible for calculating and reporting the Society's Market exposures, with a strong focus on IRRBB concepts and measurements.

About the Team

Our ALM team plays a critical role in supporting the ongoing development and maintenance of our risk management system, QRM. As an Asset Liability Risk Manager, you will work closely with Senior Management to ensure the accuracy and reliability of our Market exposure calculations.

Your Responsibilities
  • Develop and maintain our risk management system, QRM
  • Manage and analyse large sets of financial data to inform Market exposure calculations
  • Provide regular reports to Senior Management on Market exposure
Requirements
  • Strong knowledge of Market Risk (IRRBB) concepts and measurements
  • Experience in operating and developing bespoke risk management models
  • Excellent Microsoft Office skills, including Excel
  • Ability to work effectively in a team environment

Salary: £60,000 - £70,000 per annum.

Benefits:

  • Annual colleague bonus of up to 12%
  • Hybrid working arrangement with 60% of time at home
  • Matched pension contributions of up to 10%
  • 26 days holiday, plus bank holidays and holiday purchase scheme
  • Colleague Mortgage and Saver products
  • Electric vehicle scheme/ Cycle to Work scheme


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