Head of ALM Reporting (retail bank/start up) recruitment
Role
• Manage the bank’s ALM reporting framework within Treasury
• Lead and shape the ALM Reporting team ensuring that the IRRBB reporting requirements for ALCO, other governance committees and Business Units are supported on an ongoing basis
• Responsible for reporting IRRBB for circa £35bn Balance Sheet.
Experience
• Excellent knowledge of ALM risk analysis and reporting techniques.
• A good working knowledge of ALM software tools including QRM.
• Knowledge of Treasury instruments and their valuation methods including interest rate swaps and option products.
• Knowledge of Retail and Commercial Banking products preferably in a Treasury environment.
• Strong awareness of regulatory developments.
• Data management skills, with strong focus on reconciliation/data integrity.