Senior Manager, ALM, IRRBB, Treasury recruitment
The Role
• Production and delivery of the Interest Rate Risk in the Banking Book (IRRBB) Reporting
• Help define the market risk and LTP reporting
• Oversee the delivery, to tight timescales the Interest Rate Risk reporting packs for the Divisional teams
• 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.
Experience
• A detailed knowledge of Market and Liquidity risk management techniques including:
oEarnings at Risk
oValue at Risk
oGap Reporting
oStress 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.
• Preferred managerial experience.