Role Description
1. Managing the Interest rate risk and liquidity risk including: Cash flow monitoring and forecasting, conduction treasury transactions including IR swaps to hedge interest rate risk and the investment of Treasury assets to optimise the liquidity asset portfolio yield and risk profiles, Support Risk Appetite assessment & perform related stress testing
2. Production of relevant treasury and financial information (including liquidity and IRRBB management information) for Operational ALCO, ALCO and Board.
3. Monitoring and reporting financial and treasury related limits and thresholds set both by the regulatory body and internally
4. Maintaining treasury management system (TMS) and the Asset and Liability Management (ALM) system (ALMIS) - booking and maintenance of treasury related transactions.
5. Operating monthly hedge accounting process and maintaining Hedge accounting models (ALMIS).
6. Assist with the preparation of the Internal Liquidity Adequacy Assessment Process (ILAAP) document, Internal Capital Adequacy Assessment Process (ICAAP) and Recovery Plan, in collaboration with the Head of Treasury, Head of Finance and the Risk Team.
7. Support in the maintenance of the Mortgage Pricing model and the ability to improve its margin management.
8. Managing the access to BOE current and future liquidity and funding schemes to ensure that access to funds is timely.
9. Attends ALCO.
Role Requirements
10. 1 – 3 years’ experience in treasury (cash, liquidity and interest rate risk management), or financial analysis within a corporate environment
11. Preferably studying towards AMCT, CFA or ACA/CIMA qualification
12. Strong analytical skills, an ‘eye for the detail’ and self-motivation will be key requirements
13. Proficient in treasury management systems (TMS) and Excel
14. Strong communication and stakeholder management skills
15. Supports the team to develop and is a self-starter who takes ownership for the successfully delivery of projects and initiatives.
16. Whilst not essential, experience operating within a Building Society / Retail Bank would be advantageous.