AVP
The development of this business area aims to harmonise and develop its group Treasury Function, optimizing the ALM unit to improve balance sheet lucidity. This is a unique opportunity to gain exposure to different business areas in a high profile unit.
Responsibilities include:
- Act as main point of contact within different business units to make sure all existing risks are well understood and managed, new risks go through a well-defined sign-off process, and that any key risk issues are raised and discussed at governance committees
- Essential evaluation of all structural hedge positions including assessment of duration and relationship.
- Analytical review of structurally hedged positions and formulation of proposals around hedge increases/decreases and changes to duration
- Working with the business and market risk to formulate new structural hedge proposals
- Provide assistance and advice to the clusters on new banking book product interest rate risk pricing and hedging
- Assist in the development of metrics to assist businesses understand second order risks
- Assist in compilation of proposals for presentation to cluster governance forums
- Develop sensitivity metrics to describe hedge and product performance under various scenarios.
Skills required:
- Familiar with the principles of market risk measurement and control
- Practical experience of ALM
- Excellent numeric ability and analytical skills
- Sound understanding of the need for a robust risk management framework in a treasury environment
- Solid understanding of the fundamentals of trading.
- Strong programming abilities, ideally in VBA/ Excel
- Knowledge of either treasury capital management, liquidity Fixed Income and Credit.
- Articulate and able to communicate complex issues..
Global Banking Group
Apply below or to find out more about the AVP - ALM Product Risk Manager job contact Alistair Jacobs on alistair.jacobs@robertwalters.com or call +44(0) 207509 8022 quoting the reference 1901920.
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