ALM Manager - 12 Month Contract

ALM Manager

9-12 Month Contract

Central London - 4 days in office required

Starting ASAP

I'm recruiting for an Asset Liability Manager to to oversee prudential risk management across the organisation, ensuring compliance with regulatory requirements, supporting strategic decision-making, and maintaining strong oversight of capital, liquidity, and balance sheet risks.

Responsibilities:

• Management of interest rate and FX risk exposures, reviewing business assumptions and key risk indicators, presenting any findings with their recommended actions to ALCO and Risk Committees
• Development of behavioural modelling on assets and liabilities to inform interest rate risk measurement and liquidity treatment
• Documentation of key assumptions, risk drivers and limitations of models used for ALM scenarios and stress testing
• Contribute to the central hedging programmes, proposing trades to hedge the interest rate risk on the business balance sheets
• Identify inefficiencies and opportunities for balance sheet optimization

Experience:

• Experience in Asset Liability Management, Balance Sheet Management or IRRBB within retail banking
• Good understanding of asset and liability products
• Strong modelling and quantitative skills - ideally with risk management models

Unfortunately our client cannot offer visa sponsorship for this position.