Senior ALM Analyst, Treasury

Empirical Search; London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading financial services firm in London is seeking a qualified individual to manage interest rate risk exposures and make recommendations to Treasury Management. The ideal candidate will have experience in analyzing interest rate risks, understanding hedging strategies, and presenting information to bank committees. This role requires a strong educational background in Accountancy or Treasury and data-savvy skills such as SQL and VBA.

Qualifications

• Tertiary educated with post qualification in Accountancy or Treasury.
• Experience in analysis of interest rate risk in the banking book.
• Ability to present information for various bank committees.

Responsibilities

• Identify interest rate risk exposures and propose mitigation strategies.
• Manage central hedging strategies and optimise balance sheet position.

Skills

Interest rate risk analysis

SQL

VBA

Education

Tertiary education in Accountancy or Treasury

Job description

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• As a key contributor in the team you will identify interest rate risk exposures on the balance sheet and make recommendations to Treasury Management on how to mitigate the risk. This includes making proposals to optimise the bank’s balance sheet position and managing central hedging strategies, such as structural hedging.

Role Requirements

• Tertiary educated with a post qualification (qualified or part qualified) in Accountancy (ACA, ACCA, CIMA) or Treasury (CertBalm)
• Experience in the analysis and measurement of interest rate risk in the banking book (IRRBB) and understand how banks hedge the balance sheet, and how to write proposal on hedging
• Ability to think laterally and understand and analyse how variations in interest rates have effects on net interest income (NII)
• Direct or indirect experience of other related risks, such as, basis risk, counterparty credit risk, funding and liquidity risk
• Ability to interpret a regulatory document on a specific subject matter and subsequently build out the required process to ensure appropriate risk frameworks are in place
• Ability to present information, written and verbal, for various bank committee and forums
• Data savvy skills with the ability to improve processes (e.g. SQL, VBA, etc)