Treasury ALM Analyst

JR United Kingdom; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A reputable bank is seeking a Treasury ALM Analyst to manage IRRBB and liquidity risk in London. The role involves hedging strategies, model development, and daily liquidity oversight, suitable for candidates with over 3 years of treasury experience in banking.

Qualifications

• 3+ years of treasury experience.
• Experience in ALM/BSM within banking.
• Knowledge of liquidity/funding risk management.

Responsibilities

• Assist with management of IRRBB.
• Propose trades to hedge FX exposure.
• Oversee daily liquidity requirements.

Skills

Liquidity risk management

Hedging

Modeling

Job description

Social network you want to login/join with:

My client, a reputable bank, is looking for a Treasury ALM Analyst to join their team in London. This is a broad role with responsibilities across hedging, IRRBB, liquidity risk and funding. The ideal candidate will have treasury exposure within banking or a building society, with particular focus on ALM/IRRBB and modelling.

Responsibilities

• Assist with management of IRRBB
• Proposing trades to hedge FX exposure
• Development of central hedging programs
• Document risk drivers and limitations
• Overseeing daily liquidity requirements
• Design/build of hedging models

Experience

• 3+ years of treasury experience
• ALM/BSM experience within the banking space
• Liquidity/funding risk management knowledge