Senior Analyst, Treasury Risk (IRRBB / Liquidity Risk) recruitment

Role

•To provide analytical and quantitative analysis to the Non-Traded Market Risk team both in BAU and in the continued development of the Interest Rate Risk Management and liquidity models.

•To provide analytical and quantitative analysis on funding and liquidity and to contribute to development of liquidity framework

•Support technical training programmes on the IRR models for permanent UK based personnel.

Experience

•Appropriate Non-Traded Market Risk experience

•Relevant experience in ALM system operation and implementation covering IRR and liquidity

•Knowledge and understanding of financial statement analysis.

•Knowledge of a wide range of retail and wholesale banking products, and an understanding of the data capture process.

•Exposure to computer-based modelling and quantitative techniques.

•Strong analytical and investigative skills to reconcile detailed sets of data.

For further details of this role please contact Dean Spencer at Barclay Simpson - 0207936 2601 / ds@barclaysimpson.com