Interest Rate Risk Manager

Banking

Docklands

Permanent

Updated May 12, 2012

• Act as ALM's primary point of contact for LAM regional ALM team.
• Assist Head of GMO ALM in defining best practice policies for Group's ALM/ALCO framework - primarily related to interest rate risk in the banking book, basis risk, prepayment risks, transfer pricing, and structural FX, but also participate with other team members in formulation of policies covering liquidity and funding risk.
• Ensure adequate reporting framework is in place to allow ALCOs to monitor the above risks.
• Produce relevant analytics for ALM and RMM that highlight the extent of interest rate related risks across the Group.
• Review ALCO papers received from LAM sites, highlight for senior GMO management and GMB all key ALM issues in these areas and work with regional teams to monitor and resolve ALM challenges.
• Prepare various ALM related reports for RMM and SPRG (ie HGHQ ALCO)

Who we're looking for
• Several years direct or indirect experience in ALM related matters
• Good understanding of the range of financial services undertaken by the Group and the products offered
by those businesses
• Good understanding of market risk concepts and global markets products
• Ability to analyse the technical aspects of complex products and structures (good quantitative background)
• Strong written and verbal communication and interpersonal skills for dealing at senior management levels
across the Group and for summarising complex and technical subjects.
• Experience in Excel VBA programming
• Experience in use of ALM systems (e.g. QRM, BancWare, Sendero) would be a plus

About our client
Global Banking Group based in Docklands

What's on offer
Competitive Package

Michael Page Contact
For further info, apply or phone on 0207 645 1419. Job Ref: 13150087
Your application will be sent to Jack Woodlock.

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