Head of Treasury / ALM Analytics recruitment
Responsibilities
• To provide leadership and direction for all modelling, analysis and research within Retail Wealth Treasury, and to provide asset liability management insight across the Retail Wealth balance sheets.
• Responsible for the design, development and operation of a sophisticated suite of models to ensure interest rate, liquidity and currency risks are managed effectivgely
• Responsible for the design and provision of MI to facilitate the structural risk management of the Retail Wealth divisional balance sheets.
• Prepare key ALM related regulatory returns.
• To be accountable for and own the interest rate, liquidity and currency risk analysis and insight for Retail Wealth divisions
• To be an innovative, pro-active and strategic advisory partner to the Retail Wealth businesses on all treasury and balance sheet management issues
• To develop and implement ALM policies for Retail Wealth divisions including measures and controls to ensure compliance with Group policy and FSA regulations
• To add value through measures to improve profitability and/or reduce risk
• To Manage a team responsible for the above
Experience
• Breadth of experience in capital, funding and liquidity management, interest rate risk and FX management
• Experience and knowledge of techniques for the modelling and analysis of banking balance sheets
• Extensive banking, treasury and related regulatory experience gained from working within a large treasury function for at least 3 years
• Detailed knowledge of a wide range of Treasury products, their use from a hedging perspective, their risks and the effect of external factors on the prices of such instruments