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Treasury ALM

Our client is seeking an ALM specialist to support group Treasury. This is a strategic role looking at objectives, risk management and frameworks.

Role Description

  • Working with the business to identify, and manage, interest rate risk exposures.
  • Work closely with the 2nd line Risk team to ensure that the risk position is captured in Risk metrics
  • Assist the Treasurer with the production of enhanced analytics and modelling approaches to support the ALCO
  • Developing systems for improving the efficiency and sophistication of the Group’s ALM Framework
  • Document key assumptions, risk drivers and limitations of models used for ALM scenarios and key stress tests

Role Requirements

  • Strong ALM and/or Capital experience withing a Treasury function
  • Excellent quantitative skills – ideally with risk management experience
  • Educated to degree level or equivalent, ideally in a finance or mathematical based subject.
  • ACT / CIMA / CFA / MBA / other appropriate qualification

Application for:

Treasury ALM

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