Treasury Manager
2 weeks ago
Responsibilities Liquidity Risk Management (including ILAAP) Lead the end-to-end production and delivery of the ILAAP document, coordinating across Finance, Risk, Treasury and senior mgt. Ensure alignment of the ILAAP with the firms risk appetite framework, business strategy and regulatory expectations. Maintain a strongernance and documentation process. Conduct scenario analysis and stress testing to assess the impact on the Bank's liquidity; Oversight of the Bank's weekly liquidity process (including cash flow and MI pack); Continuous improvement of the Bank's attrition modelling and data management; Support the continuous development of liquidity stress testing modelling. Asset and Liability Management Support the development of and implementation of ALM strategies to optimize the Bank's balance sheet; Monitor and manage interest rate risk, liquidity risk and funding risk; Analyse loan and deposit portfolios to optimize funding costs and lending strategies; Improve IRRBB analysis and reporting. Implement hedging strategies to mitigate market risks using derivatives; Support the integration of a new ALM system (all UAT); Provide insights and reports to support ALCo decision making; Support the update of all relevant policies and frameworks. Regulatory Ensure the Bank ispliant with all relevant Market and Liquidity Risk Regulatory guidance, as well as attestation is in place Keep up to date with the latest regulatory developments and how they impact Treasury , Standard Outlier Testing, LCR, NSFR and other Market Directives Support responses to regulatory requests and audits related to Liquidity and Market Risk. Qualifications Circa 7 years of banking treasury experience. Able to demonstrate experience of an ILAAP is essential. Able to demonstrate a strong understanding of liquidity risk management frameworks and regulatory requirements. Experience of working with ALCO and senior management Strong relationship management skills Proficient in ALM systems, risk modelling tools and financial analytics software , QRM, ALMIS or SQL. Good understanding of UK banking market,petitive forces, and how a Treasury supports the Business Additional Information Your Wellbeing - We take your health and well-being very seriously by providing a range of benefits to give you and your family peace of mind. These include: Market leading family friendly policies such as access to our Maternity, Adoption and Paternity policies from Day 1 of your employment Free access to Headspace, a mindfulness & meditation digital health app Free access to Peppy digital health app that offers personalised support through fertility treatment bing a parent or menopause EAP (Employee Assistance Programme) - Offering you support on a wide range of subjects including financial concerns, mental wellbeing and more general queries around family, work, housing, and health Cycle to work scheme Discounts on gym membership Contributory pension scheme & death in service Your Lifestyle - It's important you strike the right balance between your work and personal life. We provide benefits to support you when at work and when you're enjoying your leisure time. Minimum of 27 days holiday per year Option to buy or sell holiday days through our flexi-holiday scheme Discounts on gym membership nationwide Access to discounts on a range of high street and online brands Your Contribution - We're focused on rewarding those that go the extra mile in helping us achieve our goals. Participation in our annual discretionary bonus scheme designed to reward your contribution to our success Proudly Shawbrook recognition scheme focused on recognising our role models and thanking our colleagues for a job well done Job ID 744000076981085
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