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    Interim Head of Balance Sheet Management - London, United Kingdom - Empirical Search

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    Interim
    Description

    Role Description

  • Providing leadership to the ALM team (6 people) and therefore will be required to have a good understanding of liquidity and interest rate risk management concepts and techniques
  • Along with the Director of Treasury, managing the bank's interest rate risk exposure through the use of derivatives, typically interest rate swaps
  • Effective management of drawings from the SMF (such as ILTR) to provide liquidity alongside the deposit raising operation.
  • Management of the bank's collateral pools with the Bank of England in relation to central bank funding schemes
  • To lead the production of Treasury policies Funding Plan, Overarching Treasury Policy and Lending Commitments Policy
  • Interaction with relationship banks
  • To aid in the effective interest rate margin management of the bank's assets and liabilities through an effective Funds Transfer Policy
  • Projects and ad-hoc analysis for GEC, ALCO, Board Risk Committee and the Board
  • Provide support to the Director of Treasury, as and when required
  • Provide partial cover for the ALM team, as appropriate
  • Role Requirements

  • Significant experience in a Treasury Banking environment
  • All round Treasury product knowledge
  • A good understanding of the PRA regulatory landscape and the ILAAP as well as good knowledge of financial derivatives
  • Degree holder from reputable institution
  • Relevant professional qualification such as the AMCT, ACA, ACCA, CFA etc preferred


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