Senior ALM Analyst

Senior ALM Analyst

9 Month Fixed Term Contract

London - hybrid (3 days in office required)

c. £70k - pro-rated

Key Responsibilities:

• Identifying and managing interest rate risk exposures arising from key products, reviewing business assumptions and key risk indicators and presenting any findings, and recommended actions, to business Risk Committees and ALCO
• Proposing trades to hedge the interest rate risk that arises on the balance sheets and ensure that the intercompany funding process operates effectively
• Behavioural modelling on assets and liabilities, to inform interest rate risk measurement and liquidity treatment
• Ensuring that the risk position is well understood and captured in Risk metrics
• Supporting the development of central hedging programmes, including structural hedging
• Assisting with the production of enhanced analytics and modelling approaches to support the ALCO agenda
• Producing and developing MI that shows the effectiveness of the Treasury hedging programme
• Documenting key assumptions, risk drivers and limitations of models used for ALM scenarios and key stress tests
• Assisting with the design and build of hedging models and analytics, quantifying the impact of various market scenarios
• Ensuring that all Governance and Compliance requirements are adhered to and all reporting and reviewing activities required by the Regulatory Bodies are carried out to the standards required

Skills & Experience

• Experience in Asset Liability Management, Balance Sheet Management or IRRBB
• Financial modelling skills for Treasury and Banking products
• Strong Stakeholder management and organisational skills