Head of ALM, Group Treasury recruitment
The Role
You will manage a team of ALM professionals to deliver effective balance sheet analysis using the Group's QRM system. The team will be responsible for delivering the analysis to assess Corporate/Wealth’s NII sensitivity under multiple interest rate environments and provide the reporting to assess exposure against limits.
The team is also responsible for delivering the behavioral analysis for Corporate, to ensure that the Group's FTP process effectively incentivizes product teams to deliver the required balance sheet structure.
The immediate priority for the role holder is to deliver QRM for ALM, ensuring sign off of the risk reporting and development of the analytics to ensure the value of the analytics are fully realised.
Experience
• Proficiency in leading edge portfolio and balance sheet management concepts, methods and technologies.
• The creativity and technical skills to work in partnership with technical staff and identify the appropriate balance sheet structure.
• First class knowledge of market risk measurement systems and methodologies.
• Excellent understanding of the Bank's Risk, Liquidity and Capital framework and of the current and proposed Regulatory regime.
• Highly effective inter-personal skills with the ability to influence at the highest levels within the organisation.
• Degree in Economics, Mathematics, Physics or another quantitative subject.
• Able to balance theoretical knowledge with a profound understanding of what is commercially viable, ensuring that ALM activities increase shareholder value.