Treasury ALM Analyst

My client is looking for a Treasury ALM Analyst to join their high performing Treasury team. This role is based just outside of London and offers hybrid working flexibilities.

Job Responsibilities

• Provide relevant MI for weekly and month end deadlines, including analysis of balance sheet risk, modelling of liquidity/ interest rate risk scenarios, prepare formal reports for ALCO
• Analyse data movements compared to previous submissions and core data extracts to support accuracy of submissions
• Support the Treasury ALM Manager and assist in the design and development of new business processes
• Support the preparation of Regulatory documents such as the ICAAP, ILAAP and Recovery Plan in particular in what relates to stress testing and behavioural analysis
• Optimising cash, collateral, liquidity position, market risk, and balance sheet impact.
• Execute stress tests on interest rates, liquidity crises, and capital adequacy to ensure the regulated entities can withstand adverse scenarios.

Ideal Candidate

• Previous ALM, Treasury or Risk background who is analytically driven with excellent attention to detail and advanced Excel skills.
• Experience in ALM, BSM, and/or IRRBB within a retail bank or building society
• Data driven and methodical with exceptional organisational skills.
• Understanding and experience on the banking regulatory framework
• Excellent communication skills both written and oral
• Analytical skill set with focus on analytical and problem solving
• Driven mindset and approach to analysis
• Aptitude and experience to independently work on projects
• Relevant accounting or financial qualification (ACT, ACA, ACCA, CFA) is desirable.