Senior Treasury ALM Analyst

JR United Kingdom; Milton Keynes; Hybrid; GBP 70,000 - 90,000; Full time

Job summary

A fast-growing challenger bank in London seeks a Senior Treasury ALM Analyst. In this hybrid role, you will manage interest rate risks and enhance decision-making through quantitative analysis and financial modeling. Ideal candidates will demonstrate strong relationship-building skills and a robust track record in treasury operations.

Qualifications

• Strong relationships across Business, Treasury, Finance, and Risk teams.
• Proven track record of delivering results.
• Experience in ALM, BSM, NTMR, or IRRBB within retail banking.

Responsibilities

• Identify and manage interest rate risk exposures from various products.
• Develop behavioral modeling to improve risk measurement.
• Collaborate with ALM Risk team to capture risk positions.

Skills

Quantitative skills

Risk management

Financial modelling

Job description

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Job Views:

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Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

This is a new Senior Treasury ALM Analyst role at a fast growing challenger bank based in London. This role offers hybrid working flexibility.

The successful candidate will work closely with the business lines to identify interest rate exposures on their product offerings, including embedded optionality exposures. They will also work in partnership with Finance and Risk to ensure that the identified risks are reported in an accurate and timely fashion.

Role Responsibilities:

• Asset and Liability Management
• Work with the various businesses to identify, and manage, interest rate risk exposures arising from their products, including reviewing business assumptions and key risk indicators, and presenting findings and recommendations to risk committees and ALCO.
• Propose trades to hedge interest rate risk and ensure effective intercompany funding processes.
• Develop behavioural modelling on assets and liabilities to improve interest rate risk measurement and liquidity management.
• Collaborate with the ALM Risk team to understand and capture risk positions in metrics.
• Contribute to central hedging programmes, including structural hedging strategies.
• Support analytics and modelling to aid ALCO decision-making.
• Produce MI to evaluate Treasury hedging effectiveness.
• Document assumptions, risk drivers, and model limitations for ALM scenarios and stress tests.
• Assist in ad-hoc analysis and presentations for Treasury committees.
• Design and develop hedging models and scenarios analysis.
• Work proactively with managers and liaise across Treasury, Finance, and Risk teams.
• Support Treasury responsibilities related to IRRBB, liquidity, and funding, ensuring compliance with governance and regulatory standards.

Ideal Candidate:

• Ability to build strong relationships across Business, Treasury, Finance, and Risk teams.
• Excellent quantitative skills, preferably with risk management experience.
• Capable of managing multiple requests under tight deadlines without compromising quality.
• Proven track record of delivering results.
• Financial modelling expertise for treasury and banking products is advantageous.
• Experience in ALM, BSM, NTMR, or IRRBB within retail banking.
• Good understanding of various asset and liability products and their financial behaviours.