Treasury ALM Analyst

JR United Kingdom; Slough; On-site; GBP 50,000 - 70,000; Full time

Job summary

A reputable bank in London is looking for a Treasury ALM Analyst to manage IRRBB, support liquidity risk, and enhance hedging strategies. The role requires a strong background in treasury, specifically focusing on ALM and risk modelling.

Qualifications

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

Responsibilities

• Assist with management of IRRBB.
• Propose trades to hedge FX exposure.
• Develop central hedging programs.

Skills

Liquidity risk management

Risk modelling

Treasury exposure

Job description

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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