ALM AVP/VP

Treasury
Published
24th October 2018
Location
London, United Kingdom
Category
Job Type
Permanent
Salary
£60,000 - £75,000

Description

A fantastic opportunity for an accomplished ALM professional to work for one of the UK’s biggest banks has opened up here in London.

This team partner with a stream of different business lines to ensure Interest Rate Risk and Transfer Pricing is properly managed throughout the bank. Including, Risk, Finance, Treasury finance and group balance sheet management.

Key Accountabilities:

  • Working with the QRM and Risk teams to develop and enhance modelling in QRM to ensure the bank is ready for both BCBS368 and EBA IRRBB requirements.
  • Review all assumptions used in interest rate risk behavioural modelling, ensuring they are appropriate and robust, with an annual governance process in place.
  • Work as part of a team to document the overall IRRBB strategy across the Group and rolling this out to each of the different entities
  • Policy formulation for TP related aspects (e.g. funds transfer pricing frameworks, contingent liquidity risk, capital issuances/structured notes etc.)
  • Help build a more robust QRM model including stress testing and different scenario analysis using both different balance sheet and interest rate risk scenarios.
  • Work with the line manager to ensure that the Group’s ALM and FTP systems are fit for purpose and that they are in compliance with the Model Risk Policy and owning remediation activities as gaps are identified.
  • Given the nature of the role and the responsibilities, you should be comfortable with high level stakeholder management at head of level.
  • Additionally, working knowledge of QRM is a must.

For more information please email: declanstark@bsmgroup.com

Apply online
Drop files here browse files ...

Related Jobs

Revenue Analyst   London, United Kingdom
26th October 2018
26th October 2018
Accounts Payable Clerk   London, United Kingdom
18th October 2018
Financial Controller   London, United Kingdom
15th October 2018
10th October 2018