Treasury ALM Analyst

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