Director, Structural Risk Management, Treasury recruitment
Responsibilities
• Represent the bank’s UK Balance Sheet Management to FSA
• Maximise income on Commercial Balance Sheet and net structural position, by proactively identifying profitable strategies.
• Manage the structural FX exposures generated around the Group against risk limits using a combination of spot and forward FX transactions
• Provide transfer pricing strategy across the UK balance to ensure pricing decisions reflect funding and liquidity costs.
• Assist retail divisions to structure and price retail products and ensure that customers are charged to compensate for risks and costs taken
• Present Balance Sheet and Pricing issues to ALCO and other Senior Committees.
• Lead team – set direction and motivate people. Recruit, train and retain high quality staff.
• Manage and control implementations of Pricing decisions.
• Manage and control execution of hedging transactions
• Lead team to identify, measure, monitor, control and report on all Balance Sheet Management issues and risks
• Define, maintain and control Balance Sheet Management policies, mandates and limits.
Experience
• Experience in leading team of Balance Sheet Management professions in a reputable UK bank