The Senior Treasury Analyst ALM & Middle Office role will support the Head of ALM and Middle Office in covering all areas of ALM including market risk liquidity and funding risk management and funds transfer pricing.
- Develop and manage the Banks market risk reporting which includes calculation of hedging requirement to ensure the Bank remains within risk appetite limits.
- Develop and manage SBL Funding and Liquidity processes (including ILAAP stress testing and cashflow modelling)
- Develop and manage cash optimisation processes
- Develop and manage funds transfer pricing process
- Support Treasury inputs to business planning updates
- Maintenance of key internal and external stakeholder relationships (including Finance Business Lines Risk and Relationship Banks).
- Ad hoc project work and reporting
Qualifications :
- Circa 7 years of experience in ALM (IRRBB Modelling) liquidity and funds transfer experience an advantage
- ACT Cert BALM CFA FRM qualification (or equivalent) would be advantageous
- Proficient in ALM systems risk modelling tools and financial analytics software i.e. QRM ALMIS or SQL.
- Good understanding of UK banking market competitive forces and how a Treasury supports the Business
- Strong understanding of interest rate risk modelling
- Understanding of UK regulatory environment for market liquidity and funding risk management
- Experience of working with ALCO and senior management
- Strong relationship management skills
Additional Information :
Your Wellbeing - We take your health and well-being very seriously by providing a range of benefits to give you and your family peace of mind. These include:
- Market leading family friendly policies such as access to our Maternity Adoption and Paternity policies from Day 1 of your employment
- Free access to Headspace a mindfulness & meditation digital health app
- Free access to Peppy digital health app that offers personalised support through fertility treatment becoming a parent or menopause
- EAP (Employee Assistance Programme) - Offering you support on a wide range of subjects including financial concerns mental wellbeing and more general queries around family work housing and health
- Cycle to work scheme
- Discounts on gym membership
- Contributory pension scheme & death in service
Your Lifestyle - Its important you strike the right balance between your work and personal life. We provide benefits to support you when at work and when youre enjoying your leisure time.
- Minimum of 27 days holiday per year
- Option to buy or sell holiday days through our flexi-holiday scheme
- Discounts on gym membership nationwide
- Access to discounts on a range of high street and online brands
- Community support and charitable giving
Your Contribution - Were focused on rewarding those that go the extra mile in helping us achieve our goals.
- Participation in our annual discretionary bonus scheme designed to reward your contribution to our success
- Proudly Shawbrook recognition scheme focused on recognising our role models and thanking our colleagues for a job well done
Remote Work :
No
Employment Type :
Full-time