Treasury Manager – ALM/Market Risk

Treasury
Published
21st September 2018
Location
London, United Kingdom
Job Type
Permanent
Salary
Competitive

Description

I am recruiting for a rare opportunity with an FS firm looking for accomplished ALM/market risk professionals at the AVP or junior VP level. The role is steered towards delivery of ALM and IRRBB reporting as well as regulatory reporting. This means you will liaise regularly with the regulator as well as the business to ensure optimisation of the model and reporting build. Stress Testing, ICAAP, IRR and model build will be a snapshot of the deliveries among a broader spectrum of treasury responsibilities.

What you will be doing:

  • Delivery of all aspects of reporting relating to Interest Rate Risk in the Banking Book for the
  • Responsible for managing and implementing robust processes to support IRRBB objectives including reporting and other business objectives
  • Establish and build effective relationships with stakeholders to support the delivery of quality and timely IRRBB reporting
  • Support agreed change initiatives to deliver agreed objectives of IRRBB team

 

What you need to have:

 

  • Senior stakeholder management experience is important
  • Detailed understanding of key Market Risk management techniques including: Net Interest Income, Interest Rate Risk in the Banking Book and Stress Testing.
  • Good understanding of Excel functionality/capabilities to proactively review/challenge/streamline existing models or build new modelling capability
  • Good understanding of ALM software tools.
  • Experience of Asset and Liability Management and associated techniques such as Funds Transfer Pricing.

For any more information please contact declanstark@bsmgroup.com

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