Non-Traded Market Risk Manager
The role focuses on 2 key components:
- ALM monitoring
- ALM model development
The role sits within Group Balance Sheet Management, and will see you take responsibility for the management, modelling and optimisation of interest rate risk as well as its associated reporting.
- Delivery of reporting relating to Interest Rate Risk in the Banking Book, with an additional focus on Stress testing
- Managing and implementing robust processes to support IRRBB objectives
- Contributing to the simplification of the ALM model and supporting the continued development of model assumptions, including the development of dynamic modelling and back testing
You will need:
- 2-3 years of ALM experience (or related Treasury exposure)
- Prior working knowledge of either: Model development or ALM/IRRBB reporting
- A solid understanding of banking balance sheets
The role reports into an established Senior Manager. Prior management experience is not required.
For more information, please reach out to the Treasury team at Barclay Simpson on 0207 936 2601 , or apply with your CV.