Role Description
1. Lead the end-to-end production and delivery of the ILAAP document, coordinating across Finance, Risk, Treasury and senior management
2. Ensure alignment of the ILAAP with the firms risk appetite framework, business strategy and regulatory expectations
3. Maintain a strong governance and documentation process
4. Conduct scenario analysis and stress testing to assess the impact on the Bank’s liquidity
5. Support the development of and implementation of ALM strategies to optimize the Bank’s balance sheet
6. Monitor and manage interest rate risk, liquidity risk and funding risk
7. Analyse loan and deposit portfolios to optimize funding costs and lending strategies
8. Improve IRRBB analysis and reporting. Implement hedging strategies to mitigate market risks using derivatives
9. Ensure the Bank is compliant with all relevant Market and Liquidity Risk Regulatory guidance, as well as attestation is in place
10. Keep up to date with the latest regulatory developments and how they impact Treasury i.e., Standard Outlier Testing, LCR, NSFR and other Market Directives
Role Requirements
11. Significant amount of banking treasury experience
12. Able to demonstrate experience of an ILAAP is essential
13. Able to demonstrate a strong understanding of liquidity risk management frameworks and regulatory requirements
14. Experience of working with ALCO and senior management
15. Strong relationship management skills
16. Proficient in ALM systems, risk modelling tools and financial analytics software i.e., QRM, ALMIS or SQL
17. Good understanding of UK banking market, competitive forces, and how a Treasury supports the Business