Asset & Liability Management Modelling Manager - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

2 weeks ago

Tom O´Connor

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Tom O´Connor

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Description
Join us as an Asset & Liability Management Modelling Manager

  • This is a great opportunity to put your financial analysis and modelling skills to great use as you manage our business models
  • We'll look to you to make sure that we're capable of forecasting and analysing business performance under different economic environments
  • You'll be well positioned to raise your profile, with the chance to collaborate with highly skilled colleagues across the Finance community

What you'll do

This key role will see you modelling, monitoring and managing the non-traded foreign exchange and interest rate risks within our Treasury function and across the business.

You'll be delivering a view of how FX exposure affects our capital ratios and supportingmanagement of interest rate exposure for our franchises, covering regulatory requirements and internal management specifications.

Through working closely with the business, you'll define reporting requirements and understand any underlying drivers to support the preparation of a consolidated view of the bank's exposure to non-traded market risk.

You'll also manage positions within a robustframework of controls that you influence and champion.

Your role will also involve:

  • Providing analysis to support hedging decisions
  • Managing our net investment hedging programme for foreign currency subsidiaries and branches
  • Supporting our retail and commercial franchise product hedging
  • Highlighting how economic scenarios impact on capital ratio sensitivity to exchange rate movements
  • Documenting and validating the inputs and results of the models, with a full understanding of the assumptions used and the sensitivity of outputs to changes in those assumptions

The skills you'll need
To join us in this role, you'll need experience in a banking, accounting or a treasury environment.

An awareness of foreign exchange rate risk, and the accounting framework, including net investment hedging will be an advantage as will be an awareness of theRetail and Commercial banking products, including the inherent risks that these generate and the instruments that can be used to hedge these risks.

It'll be ideal if you have financial analysis and modelling skills.

We'll also expect:

  • Good interpersonal and communication skills
  • A proven track record of building productive relationships with stakeholders and working effectively within a team
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