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Senior Treasury ALM Analyst, Northampton
Client: JSS Search
Location: Northampton, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views:
2
Posted:
06.06.2025
Expiry Date:
21.07.2025
Job Description:
This is a new Senior Treasury ALM Analyst role at a fast-growing challenger bank based in London. This role offers hybrid working flexibility.
The successful candidate will work closely with the business lines to identify interest rate exposures on their product offerings, including embedded optionality exposures. They will also work in partnership with Finance and Risk to ensure that the identified risks are reported accurately and timely.
Role Responsibilities
* Asset and Liability Management
* Identify and manage interest rate risk exposures arising from products, review business assumptions, and present findings to Risk Committees and ALCO
* Propose trades to hedge interest rate risk and ensure effective intercompany funding
* Develop behavioural modeling on assets and liabilities to inform risk measurement and liquidity treatment
* Collaborate with the ALM Risk team to understand and capture risk positions in metrics
* Contribute to central hedging programs, including structural hedging
* Support analytics and modeling for ALCO processes and reporting
* Produce MI to show effectiveness of Treasury hedging
* Document assumptions, risk drivers, and model limitations
* Assist in ad-hoc analysis and presentations for Treasury committees
* Design and build hedging models and analyze market scenarios
* Work proactively with managers and liaise with Treasury, Finance, and Risk teams
* Support Treasury responsibilities related to IRRBB, liquidity, and funding
* Ensure compliance with Governance and Regulatory standards
Ideal Candidate
* Quickly establish relationships with stakeholders across the Group
* Strong quantitative and risk management skills
* Ability to manage work under tight deadlines
* Proven track record of delivery
* Financial modeling skills for treasury and banking products are a plus
* Experience in ALM, BSM, NTMR, or IRRBB within retail banking
* Good understanding of asset and liability products and their behaviors
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