AVP – Tier 1 Bank – Treasury / Balance Sheet Risk recruitment
An excellent AVP level opportunity has arisen with a Tier 1 investment bank in London in Treasury.
The overall purpose of the role is to ensure the efficient allocation and use of balance sheet capacity and capital.
More specifically, your responsibilities will be:
- To optimise balance sheet structure (identify and manage risks pertaining to assets and liabilities, develop funds transfer pricing and design price products)
- To measure and manage the balance sheet risk profile (assess liquidity risk, mitigate retained risks, assess the impact of regulatory changes and assess true liquidity costs alignment with FTP)
- To manage balance sheet and ALM operations globally (support the development of efficient hedging strategies for liquidity risks).
The successful candidate will be proficient in ALM and liquidity risk concepts, methods and technologies, will be able to identify the appropriate balance sheet structure, will have a good understanding of the regulatory liquidity regime and finally, will have a good knowledge of market and liquidity risk measurement methodologies and systems.
Your skills may have been gained in a consultancy or in another bank.