Treasury Analyst - Asset Liability Management (ALM)
- Recruiter
- Eames Consulting
- Location
- London, United Kingdom
- Salary
- Negotiable
- Posted
- 19 May 2023
- Closes
- 18 Jun 2023
- Ref
- 19630222
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Responsibilities:
Experience/skills:
Eames Consulting is acting as an Employment Business in relation to this vacancy.
- Develop a IRRBB measurement approach to include EVE, NII sensitivity, PRA prescribed scenarios, Supervisory outlier test and other key IRRBB metrics
- Build behavioural assumptions to better understand risk profile, including but not limited to deposit behaviour, embedded optionality and pipeline risk
- Design hedging strategies by product and portfolio to minimise IRRBB and optimise the balance sheet
- Design operational processes to build a sustainable IRRBB and ALM process
- Design end-to-end process that captures and transfers all relevant risks
- Interpret relevant regulatory changes and understand the impact on the business
Experience/skills:
- Experience in IRRBB experience and ALM
- Experience of building and modelling and IRRBB metrics
- Very strong Excel skills and analytical skills
- Treasury Management Systems experience
Eames Consulting is acting as an Employment Business in relation to this vacancy.