Let us tell you a bit about the opportunity:
We are seeking a Balance Sheet Management Specialist to join our Treasury team, supporting the monitoring and management of the Group’s liquidity and balance sheet risk. This role sits within the reporting team in Balance Sheet Management (BSM) and will focus on the production of liquidity and market risk reporting, including stress testing and forecasting for the Group. The team is responsible for monitoring and reporting key internal and selected regulatory liquidity and market risk metrics on both an actual and forward-looking basis. Working closely with colleagues across Treasury, Finance and Risk, the successful candidate will contribute to daily, weekly and monthly risk monitoring, support key regulatory deliverables such as ILAAP, ICAAP and Recovery & Resolution Planning, and provide analytical insight into cash flow modelling and liquidity risk. This position offers an excellent opportunity for a motivated professional to develop broad exposure to balance sheet management while deepening their expertise in liquidity risk analysis and modelling.
What will your day look like?
* Daily/weekly and monthly reporting of interest rate risk metrics, incl. PV01, EVE, NII and liquidity stress tests, LCR and NSFR.
* Provide constructive feedback on the preparation of Aldermore’s MI and implement improvements to current framework.
* Maintain up-to-date procedures of the regular activities
* Identify and produce specifications for any development required to the Data warehouse processing and outputs.
* Assist in continuous development of the bank’s ALM systems (QRM and Murex) and perform regression testing as part of each model release.
* Interface with senior business managers within ALM, Treasury, Finance and Risk.
* Provide input into Aldermore`s ILAAP/ICAAP process, building robust business case(s) to include evidence to support change and ultimately improvements.
* Lead monthly cash flow forecasting process and engage with all Business Partners.
What do we expect from you?
* Minimum two years of experience within market and / or liquidity risk in a commercial banking environment.
* Exposure and understanding of model development, reporting and validation preferable
What can you expect from us?
* A friendly and flexible culture, the same as how we work with our customers. Hybrid working model – 2 days a week in the office
* A growing organisation that means there’s lots of opportunities to progress
* A drive for continuous improvement, which you will be empowered to get behind from day one.
* And of course, you will be rewarded competitively, with a good range of core benefits and bonus potential.
Let us tell you a bit more about us
We’re Aldermore – the award-winning bank, trusted and highly rated by over a quarter of a million customers for more than a decade. With our range of specialist mortgages, savings accounts and business finance solutions, we're backing more people to go for it.
We thrive by saying “yes” to our customers. We respect the ingenuity of entrepreneurs and their startups; we give first-timers a leg-up onto the property ladder; we open up the lending market to many; and thousands of customers chose Motonovo Finance every week to buy their next car, van or motorbike.
This is where you come in. We are on a journey. A journey defined by a destination; to deliver on our purpose.
Still curious?
Join us and we’ll make the same promises to you as a colleague, as we do to each of our customers. We’re committed to building a working environment that values respect, diversity, and compassion. We welcome people regardless of age, disability, gender identity, marital status, race, faith or belief, sexual orientation, socioeconomic background, and whether you’re pregnant or on family leave.
Please note that we have a thorough referencing process, which includes criminal record checks.