Senior Asset and Liability Manager recruitment
PRINCIPLE ACCOUNTABILITIES
- In conjunction with the Head of IRRBB Risk Warehouse define the market risk and LTP reporting for the Group.
- Oversee the delivery, to tight timescales the Interest Rate Risk reporting packs for the Divisional teams within the Group ALM Structure.
- Act as liaison between the Divisional teams and other teams within IRRBB to ensure effective delivery of Group packs.
- Provide analysis and commentary to assist in the preparation of market and liquidity risk reports for presentation to ALCO's.
- Line Management responsibility for a 3 staff, developing and coaching.
KEY SKILLS
The following knowledge, skills and experience are required to perform this role:
A detailed knowledge of Market and Liquidity risk management techniques including:
- Earnings at Risk
- Value at Risk
- Gap Reporting
- Stress Testing
- In depth knowledge of Treasury instruments and their valuation methods including Interest Rate Swaps and Options.
- In depth knowledge of Customer Banking products, for example Mortgages and Savings accounts, asset finance.
- An understanding of complex financial models with multiple interdependent relationships.
- A knowledge of ALM software tools
- Preferred managerial experience.
Important Skills and Knowledge Areas:
- Oral Communication
- Management Skills
- Organisational Awareness
Key Skills and Knowledge Areas:
- Procedural / Product / Specialist Knowledge
- Analytical Skills
June 14, 2012
• Tags: Accounting & Finance careers in the UK, Senior Asset and Liability Manager recruitment • Posted in: Financial