Treasury Balance Sheet Manager - Stress Testing & IRRBB

Distinct | B Corp

West Midlands

On-site

GBP 70,000 - 90,000

Full time

5 hours ago

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Job summary

Distinct | B Corp, a well established UK building society, is seeking a Balance Sheet Manager to own balance sheet and treasury activities. You will lead stress testing, interest rate risk, liquidity and capital work while developing the balance sheet framework.

You will collaborate with senior Treasury, Finance and stakeholders to drive risk-informed decisions, model development and regulatory reporting. A strong analytics background and financial qualification are essential.

Qualifications

Experience in Treasury or balance sheet management within banking, building societies or financial services.
Strong understanding of balance sheet management, liquidity, capital and interest rate risk.
Experience with financial modelling and stress testing.

Responsibilities

Lead capital and liquidity stress testing and support regulatory and strategic planning documentation.
Develop and maintain capital, liquidity and balance sheet models.
Lead customer behavioural analysis related to interest rate risk, liquidity and capital.
Support management of IRRBB and treasury risk reporting to senior management and governance committees.
Contribute to Treasury risk appetite, policies and framework development.
Assist in the development and embedding of a model risk framework.
Act as a Treasury dealer, executing interest rate hedging transactions with counterparties.
Support hedging strategy management and related processes, enhancing liquidity and balance sheet positioning.
Collaborate across Treasury, Finance and Products to improve data and modelling capability.