Director of Asset and Liability Management (start up) recruitment
Role
• Lead the bank’s Asset and Liability Management framework in terms of market risk, liquidity, policy, risk methodology, reporting and management.
• Provide insight, control and thought leadership to support a ‘Best Treasury Function’ which fully understands the business and supports the business in delivering its objectives.
• Lead the proactive management of the entire interest rate risk exposure of the bank, both structural risk arising on non-dated liabilities and risk arising from product origination.
Experience
• Strong knowledge of Balance Sheet ALM techniques and practices, market risk and hedging instruments.
• Strong awareness of Regulatory Developments / involvement with industry working groups
• Analytical and numerate – ability to rapidly absorb, review and refine new concepts, good working knowledge of VaR and EaR techniques.
• Excellent presentation skills for attendance at e.g. Rating Agency, Regulators, Bank of England meetings presentations