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Senior Treasury ALM Analyst

eFinancialCareers
Job LocationEpsom
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Role Description

  • Produce regular management information for IRRBB including interest rate gap and basis risk (on a static basis for EVE purposes) to enable the effective management of interest rate risk of the balance sheet. Apply stress sensitivities
  • Produce and assist with NII calculations based on balance sheet growth projections using different interest rate scenarios including the EBA stresses and Supervisory Outlier Tests
  • Monitoring and production of metrics and proposing necessary action to ensure compliance with internal and regulatory limits
  • Liaise with other departments to ensure correct treatment of mortgage/savings transactions used for Treasury ALM
  • Complete the monthly hedge effectiveness / accounting / reconciliation process using ALMIS to be included in the monthly accounts by Finance
  • Assist as required with the behavioral analysis, valuation and management of the lifetime mortgage portfolio and associated hedging
  • Assist with producing and development of Capital, Funding & Liquidity processes of the Society (including ICAAP, ILAAP, stress testing and cashflow modelling)
  • Provide support as required in determining hedging transactions in accordance with the strategy discussed by the ALCO and subject to the observance of all limits set out in the Society’s Policy Statements on Liquidity and Financial Risk Management
  • Assist with maintaining the Financial Risk Management System (ALMIS) for the Society, its subsidiary companies and the Group
  • Provide oversight approval of daily Treasury dealing pack ensuring complete audit trail for all treasury transactions is documented, and by approving Treasury deals in the Treasury Management System as required
  • Prepare regular and ad-hoc treasury and management information reports required for ALCO meetings and as requested by the Director of Treasury or the Finance Director
  • Undertake maintenance and documentation of the Departmental Procedure Manual and any other relevant manuals as required
  • Undertake maintenance and documentation of the Departmental Procedure Manual and any other relevant manuals as required
  • Liaise with external suppliers and maintain business relationships with third parties as required
  • Maintain and develop key internal and external stakeholder relationships (including relationship banks, Finance, Product, Risk and the mortgage & savings teams)
  • Attend Internal or External meetings including ALCO as required
Role Requirements
  • ALM or IRRBB experience gained in a retail or corporate banking environment ideally
  • Good understanding of how a financial services treasury operates
  • Strong data management and analytical skills
  • An ability to produce meaningful management information
  • Strong communication skills, and in particular an ability to explain technical terms to a non-technical audience
  • Excellent interpersonal skills

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