Treasury ALM Lead
- Type: Permanent
- Location: England - London
- Industry: Financial Services - Banking
- Specialism: Treasury
- Salary: Highly competitive salary plus benefits and bonus
- Date Posted: 22/10/2026
- Consultant: Jack Woodlock
We are partnering exclusively with one of the UK’s fastest growing companies and the fastest growing financial technology Banks in their search for someone to lead on all things ALM in their Treasury. The Senior ALM Manager is a strategic role combining managing the bank’s balance sheet risks with developing strategies to optimise hedging and also play a key role in supporting ALCO decision-making. The bank are headquartered in London and offer hybrid working
Role Description
- Monitor, measure, and manage structural risks in the balance sheet, including liquidity, funding, and IRRBB
- Develop and maintain structural hedging strategies
- Optimise asset-liability mismatches to support sustainable growth
- Analyse repricing gaps and sensitivity of Net Interest Income (NII) and Economic Value of Equity (EVE)
- Propose hedging strategies (derivatives, swaps, etc.) to manage structural interest rate exposures
- Ensure modelling assumptions (e.g., deposit behaviour, prepayment rates) remain robust and up to date
- Support the design and maintenance of the FTP framework
- Provide recommendations to business lines on pricing and profitability
- Produce regular ALM dashboards and reports for ALCO, Risk committees and regulators
- Present findings and recommendations to senior management
- Ensure compliance with PRA, BoE, and Basel regulatory requirements
- Contribute to stress testing, ICAAP, ILAAP, and Recovery & Resolution planning
Role Requirements
- Bachelor’s degree in Finance, Economics, Mathematics, or related discipline (Master’s preferred)
- Professional qualifications (e.g., CFA, ACT, FRM, BTRM) are highly desirable
- Vast experience in Treasury, ALM, Risk, or related areas within banking
- Strong understanding of balance sheet management, liquidity risk, IRRBB, and capital management
- Solid knowledge of PRA/BoE regulatory requirements (LCR, NSFR, IRRBB, ICAAP, ILAAP)
- Experience with ALM modelling systems (e.g., QRM, Empyrean, Kamakura, Prometeia)
- Analytical mindset with strong quantitative and problem-solving skills
- Ability to communicate complex concepts clearly to senior stakeholders
- Strong organisational and project management skills