Treasury Manager - ALM/Market Risk
What you will be doing:
- Delivery of all aspects of reporting relating to Interest Rate Risk in the Banking Book for the
- Responsible for managing and implementing robust processes to support IRRBB objectives including reporting and other business objectives
- Establish and build effective relationships with stakeholders to support the delivery of quality and timely IRRBB reporting
- Support agreed change initiatives to deliver agreed objectives of IRRBB team
What you need to have:
- Senior stakeholder management experience is important
- Detailed understanding of key Market Risk management techniques including: Net Interest Income, Interest Rate Risk in the Banking Book and Stress Testing.
- Good understanding of Excel functionality/capabilities to proactively review/challenge/streamline existing models or build new modelling capability
- Good understanding of ALM software tools.
- Experience of Asset and Liability Management and associated techniques such as Funds Transfer Pricing.
For any more information please contact firstname.lastname@example.org