Treasury ALM Analyst

Posted 2 days 8 hours ago by JSS Search

Permanent
Not Specified
Other
London, United Kingdom
Job Description

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
  • IRRBB and FX risk exposure
  • Modelling experience