ALM Manager
The job holder is accountable for analysis and reporting for the Bank using the QRM balance sheet management system. Specifically the incumbent will be accountable for delivering:
Balance Sheet Management
- Projections of balance sheet composition, leverage ratios, funding gaps
- Deliver accurate, timely and transparent reporting for:
o Internal stakeholders (e.g. Treasury Committee Board of Directors)
o External stakeholders (e.g. FSA Rating Agencies)
- Support Group Treasury leadership in developing balance sheet strategies
- Liaise with business to understand pricing and growth strategies of their portfolios
- Maintain a close working relationship with Treasury-Balance Sheet Management teams across the Group to ensure that modelling is consistent with best practice
Funds Transfer Pricing Interest Rate Risk
- Ensure that non-traded market risk is correctly expressed, measured, and analyzed based on methodologies such as NPV (net portfolio value), NII (net interest income) simulation and others of similar scope and complexity
- Calculate Funds Transfer Pricing charge-reward for balances businesses originate
- Support Group Treasury Funding and Interest Rate Risk desk with analysis and reporting to manage Group Treasury`s portfolios
- Degree in a Maths based discipline e.g. Engineering, Economics, Statistics
- Significant progressive experience working within and BSM-ALM function or with BSM-ALM systems in a Tier 1 commercial, retail, or investment bank
- Extensive experience utilising QRM model for Earnings at Risk, Value at Risk, Funds Transfer Pricing, Duration of Equity, and Margin Forecasting analyses.
- Knowledge of ALM-FTP best practices gained through recent work experience in Management Consulting or Investment Banking FIG
- Strong working knowledge of Microsoft Office applications, expert Excel user
- Excellent numeric ability
- Strong presentation skills and ability to present to senior management
Global Banking Group
Competitive Package
Where specific UK qualifications are required we will take into account overseas equivalents.
Please quote Michael Page reference when applying Job ref:MPGX13263860
Michael Page International is a world leading recruitment consultancy.
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