One of the UK’s fastest growing retail and corporate banks is looking to expand their Treasury team with the addition of a senior manager level hire whose focus will be primarily on Asset and Liability Management.
Role Description
- Design and implement ALM policies and activities to monitor and quantify balance sheet risks.
- Design and implement policies, controls, and processes to enable capital optimisation and to help ensure the appropriate allocation of costs to business lines.
- Perform a key overall role in the Group’s ICAAP process and overall capital management.
- Develop the Group’s Pillar 2A IRRBB assessment, leading in all relevant PRA matters.
- Establish behaviouralisation analysis capabilities to inform IRRBB risk appetite limit setting and monitoring.
- Drive the implementation of an ALM system to support the automation of analytical and monitoring activities and the production of MI.
- Develop swap counterparty relationships and documentation (including ISDA / CSAs).
- Embed the pro-active management of the Bank’s asset and liability risks within the Group’s divisions.
- Model the Bank’s ALM positions, providing strong MI to contribute to business and strategy decision, compliant with PRA and other relevant regulatory requirements.
Role Requirements
- In-depth knowledge and proven history of risk management and stress testing.
- Proven experience in managing EaR, EVE, Economic Value, and overall stress testing, with a sound practical understanding of different risk methodologies.
- Proven experience in ICAAP development and documentation.
- Experience within UK retail banking and a deep understanding of the regulatory framework for IRRBB.
- Ability to work in a high-pressured environment, delivering practical solutions and dealing with ad-hoc requirements from start to delivery.
- Ability to assess and interpret regulatory policy, and communicate impacts to their businesses, senior management, and committees.
- Ability to understand, analyse, and assess impacts of upcoming changes to prudential regulation.
- Able to manage tight deadlines and manage projects/stakeholders with multiple dependencies.
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