Treasury ALM Analyst

London Permanent £45,000 - £65,000
  • This is a new permanent role in a scale-up challenger bank
  • This person will have ALM, IRRBB and market risk experience

About Our Client

My client is a challenger bank based in the City of London.

Job Description

The Treasury ALM Analyst will:

  • Review the balance sheet, including non-customer positions, to identify interest rate risk exposures and working with Risk to parameterise these in systems
  • Oversee the hedging of fixed rate interest rate exposures that arise on the business' balance sheets
  • Propose hedge strategies to Treasury Management for the hedging, or mitigation, of non-standard items, including customer rate floors and the hedging of intangible balances
  • Support the ALCO agenda by contributing to IRRBB analytics and proposals
  • Work with the business to evolve behavioural modelling on assets and liabilities, to inform interest rate risk measurement and liquidity treatment
  • Contribute to the ongoing development of central hedging programmes, including structural hedging
  • Support the production of enhanced analytics and modelling approaches as well as external research to provide an informed view on ALM risks across the organisation

The Successful Applicant

The successful Treasury ALM Analyst will have the following skills:

  • Experience in ALM, BSM, NTMR or IRRBB within Financial Services, ideally retail banking
  • Ability to quickly establish strong working relationships with business, Treasury, Finance and Risk managers across the Group
  • Strong analytical skills
  • Proactive and problem solving driven
  • Excellent communication and presentation skills.

What's on Offer

This is a new permanent role offering competitive salary and benefits, as well as flexible working.

Victoria Karpinski
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Phone number
+44 20 7645 1436

Job summary

Banking & Financial Services
Risk Management
Financial Services
Contract type
Consultant name
Victoria Karpinski
Consultant phone
+44 20 7645 1436
Job reference