AVP Treasury Product Risk Manager recruitment
Treasury is responsible for the management and execution of the group's capital, funding and liquidity risks and requirements. The Treasury is centred around five global functional pillars - Capital Management, Liquidity Management, ALM/FTP, Treasury Execution and the Investment Function - complemented by three regional and two business cluster Treasuries.
These functional, regional and business treasuries work together in a matrix structure.
The Asset Liability Management / Funds Transfer Pricing (ALM / FTP) Pillar function are currently strengthening their team and require an Assistant Vice President Treasury Product Risk Manager to work with the Head of Product Risk Management to help identify and manage market risk embedded in retail products and it’s risk transfer using wholesale market transactions for banking book interest rate exposures arising within the UK balance sheet.
As the Assistant Vice President Treasury Product Risk Manager you will also be involved in implementing and processing the firms Funds Transfer Pricing policy as well as proactively assess potential risk and contribute analysis of hedging strategies, advising businesses on costs of funds, hedge income/cost projects, profitability analysis, transfer pricing and new initiatives.
To be the successful Assistant Vice President Treasury Product Risk Manager within Group Treasury ALM and FTP you either offer relevant ALM and FTP experience with knowledge of QRM or alternatively you will offer well developed modelling skills gained from a strength in dealing with numbers and large sets of data.
To learn more about this Assistant Vice President Treasury vacancy or view a full job description please forward your Curriculum Vitae to Andrew Clark, quoting reference ACK1680730