Senior Treasury ALM Analyst

JR United Kingdom; Oxford; Hybrid; GBP 60,000 - 90,000; Full time

Job summary

Join a fast-growing challenger bank as a Senior Treasury ALM Analyst in Oxford with hybrid flexibility. This role focuses on managing interest rate risks, collaborating with finance and risk teams, and ensuring compliance with regulatory standards. The ideal candidate should possess strong quantitative skills and experience in ALM within retail banking.

Qualifications

• Proven track record of delivery in managing financial risks.
• Experience in ALM, BSM, NTMR, or IRRBB in retail banking.

Responsibilities

• Manage and report interest rate risk exposures across product offerings.
• Propose trades to hedge interest rate risks and ensure compliance.
• Collaborate with various teams for risk management activities.

Skills

Quantitative skills

Risk management

Financial modelling

Job description

Social network you want to login/join with:

Senior Treasury ALM Analyst, Oxford District

Client: JSS Search

Location: Oxford District, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views:

2

Posted:

06.06.2025

Expiry Date:

21.07.2025

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 accurately and timely.

Role Responsibilities:

• Asset and Liability Management
• Working with various businesses to identify and manage interest rate risk exposures arising from their products, reviewing assumptions and 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 inform risk measurement and liquidity treatment.
• Collaborate with ALM Risk team to understand and capture risk in metrics.
• Contribute to central hedging programmes, including structural hedging.
• Support analytics and modelling development for ALCO processes and reporting.
• 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 build hedging models and analyze market scenarios.
• Work proactively with managers across levels and liaise with Treasury, Finance, and Risk teams.
• Support Treasury responsibilities related to IRRBB, liquidity, and funding conduct, risk, and compliance.
• Ensure compliance with governance and regulatory reporting standards.
• Understand IRRBB risks and regulatory requirements.

Ideal Candidate:

• Ability to build strong relationships with business, Treasury, Finance, and Risk managers.
• Excellent quantitative skills, preferably with risk management experience.
• Capable of managing work requests under tight deadlines while maintaining quality.
• Proven track record of delivery.
• Financial modelling skills for treasury and banking products are a plus.
• Experience in ALM, BSM, NTMR, or IRRBB within retail banking.
• Good understanding of different asset and liability products and their financial behaviors.