We are on the search for a Senior Treasury Analyst for our client who are a leading financial institution committed to excellence and innovation in the banking sector. With continued growth and ever evolving, they are seeking a talented individual to join our dynamic team..
As Senior Treasury Analyst, your primary focus will be on conducting in-depth analysis and forecasting related to various aspects of the bank's financial position. From balance sheet and income forecasting to interest rate risk modelling and liquidity risk assessment, you'll play a crucial role in ensuring the bank's financial health and resilience.
Key Responsibilities of the Senior Treasury Analyst:
1. Conduct balance sheet and income forecasting, encompassing customer deposits, lending, bond portfolio, cash balances, net interest income (NII), and fees.
2. Develop baseline forecasts, scenarios, and stress tests to assess potential impacts on the financial position.
3. Perform interest rate risk analysis, including gap analysis, balance sheet net present values (NPVs), and repricing behaviour analysis.
4. Model bond positions and conduct bond mark-to-market assessments.
5. Analyse deposit behaviour and liquidity scenarios to manage liquidity risk effectively.
6. Ensure compliance with liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) requirements.
7. Forecast and model regulatory capital requirements, including P...