Senior Treasury ALM Analyst
5 days ago
One the UK’s leading retail and corporate challenger bank’s are looking for someone to join the BSM pillar of their Treasury team. This is an exciting opportunity to join the Bank at an interesting time in their growth plan. The bank’s HQ is in the City of London and they offer Hybrid working with flexibility for those that need it.
Role Description
- Prepare weekly, monthly, quarterly and ad-hoc ALM reports including stress tests
- Responsible for collating and reconciling all Treasury data, to provide MI for reporting and risk-management purposes to Treasury, GEC, ALCO, the Board and the PRA
- Primary liaison between Treasury and the main front-line business units
- Run the Bank’s Treasury systems (including the ALM system and market data tools inc Reuters) used for generating MI and utilise the output to assist Treasury in the development of risk management strategies
- Prepare weekly/monthly analysis of Earnings at Risk and Economic Value of Equity
- Treasury reporting for GEC, ALCO, the Board and the PRA e.g. interest rate mismatch, liquidity, funding margin, basis risk
Role Requirements
- Undergraduate degree-level qualification in a quantitative or analytical subject
- Experience working for an existing Banking Treasury department
- A good understanding of the latest PRA requirements relating to interest rate risk
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