Head of Treasury Balance Sheet Management

Empirical Search; London; On-site; GBP 100,000 - 150,000; Full time

Job summary

A leading company is seeking a Head of Treasury Balance Sheet Management in London. The role involves designing and implementing ALM policies, managing liquidity and funding risks, and ensuring compliance with regulatory frameworks. The ideal candidate will have extensive experience in risk management and excellent communication skills to influence senior stakeholders.

Qualifications

• Highly experienced in all areas of Balance Sheet Management.
• In-depth knowledge and proven history of risk management and stress testing.
• Must have UK banking experience and understanding of the regulatory framework.

Responsibilities

• Design and implement ALM policies to monitor balance sheet risks.
• Develop the Group’s Pillar 2A IRRBB assessment.
• Support the Treasurer in managing liquidity and funding risks.

Skills

Communication

Risk Management

Liquidity Management

Stress Testing

Job description

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Head of Treasury Balance Sheet Management, London

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Client:

Empirical Search

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

785673bb2411

Job Views:

4

Posted:

29.06.2025

Expiry Date:

13.08.2025

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Job Description:

Role Description

• Design and implement ALM policies and activities to monitor and quantify balance sheet risks
• Design and implement policies, controls and processes to enable capital optimisation and to help ensure the appropriate allocation of costs to business lines
• Perform a key overall role in the Group’s ICAAP process and overall capital management
• Develop the Group’s Pillar 2A IRRBB assessment, leading in all relevant PRA matters
• Establish behaviouralisation analysis capabilities to inform IRRBB risk appetite limit setting and monitoring
• Support the Treasurer in the pro-active management of the Bank’s liquidity and funding risks, including through the wider Bank strategic planning and budgeting process
• Develop the Bank’s ILAAP, leading in all relevant PRA matters, modelling the Bank’s liquidity and funding positions under BAU and stress
• Lead in the implementation of the appropriate liquidity management tools, for the data capture, control, measurement, reporting and management of liquidity and funding risks
• To define the Bank’s risk appetite for liquidity and funding exposures and develop liquidity and funding policies
• Strategic preparation of Bank funding plans

Role Requirements

• Good communication and the ability to build trust and influence at senior management level
• Highly experienced in all areas of BSM
• In depth knowledge and proven history of risk management and stress testing
• Proven experience in managing EaR, EVE, Economic Value and overall stress testing, with a sound practical understanding of different risk methodologies
• Proven experience in managing Individual Liquidity Adequacy and against key regulatory metrics including the LCR and NSFR.
• Must have experience with UK banking and deep understanding of the regulatory framework for liquidity and funding