Liquidity/ALM Analyst
Our client has gone through strategic restructuring which underpins the importance of its asset-liability management function. The team has a key function in analysing and understanding the balance sheet and working with the businesses on setting goals for the future composition of assets and liabilities. The major risk parameters are liquidity and interest rate risk and the team carries the responsibility of managing those risk factors, making sure the regulatory and internal requirements are met.
The ALM analyst role sits within balance sheet management team, working with other ALM team members and contributing to its proactive ALM management approach. This will include modelling and analysis of deposit behaviour, improvements to liquidity and interest rate risk tests and conducting the regulatory liquidity assessment (ILAA). The unit is output driven, making sure that the analysis are relevant and contribute to the business pricing strategy. The role is especially expected to contribute to finding and managing of the appropriate data and conduction the analyses and will require good analytical stills and IT abilities.
The role will give the successful candidate great experience in various areas of ALM along with significant scope for further development within that field. The role is expected to grow as subject matter expertise develops.
Role Responsibilities:
Working with the balance sheet management team on risk analytics and for the bank’s interest rate and liquidity risk.
Participate in ALM projects and process initiatives alongside other subject matter experts (ILAA, ICAAP, BASEL III etc.)
Contribute to regulatory and group reports.
Preparing presentations and developing actionable reports for use by the ALCO Committee.
Work with the balance sheet management team for the Tactical ALCO committee on pricing deposit strategies and fund transfer pricing.
Working with the ALM team on any other ad-hoc requests.
Essential Criteria:
ALM/Treasury experience or other relevant experience in finance
Analytical skill set with focus on analytical and problem solving
Output and execution driven mindset and approach to analysis
Aptitude and experience to independently work on projects
Ability to produce financial information of the utmost integrity
Good Excel skills
Willingness to learn and progress
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