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    AVP, Treasury IRRBB Management - London, United Kingdom - Empirical Search Limited

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    Description

    Treasury role in a global bank focusing on the ring-fenced balance sheet to ensure that there is an effective management of IRRBB and to provide support in commercial decision making.

    This a strategic role where you help protect the balance sheet via effective structural hedging to mitigate risks associated with fixed rate retail mortgages among other products; you delve into customer behaviour's and pricing strategies under various interest rate environments to create recommendations on how best to manage associated IRRBB risks; and you'll deliver on providing sound process and controls in all activities of your role whilst supporting IRRBB remediation, transformation, capability enhancement, and sharing of best practice.

    Tertiary educated with a post qualification (qualified or part qualified) in Accountancy (ACA, ACCA, CIMA) or Treasury (CertBalm)

    Experience of interest rate risk in the banking book (IRRBB) from a financial markets and market products perspective (e.g.

    fixed income and derivatives)
    Ability to think laterally and understand and analyse how variations in interest rates have effects on net interest income (NII)
    Direct or indirect experience of other related risks, such as, basis risk, counterparty credit risk, funding and liquidity risk
    Ability to interpret a regulatory document on a specific subject matter and subsequently build out the required process to ensure appropriate risk frameworks are in place
    Data savvy skills with the ability to improve processes (e.g. SQL, VBA, etc)
    Telephone Number

    If we wish to consider you further for the role or for other roles, we will register your personal information on our database and contact you.

    For more information please refer to our Privacy Policy by clicking here .
    Leading challenger bank is recruiting due to growth in their Modelling and Data Analytics team.

    It is an ideal opportunity for a financial data modeller, either within banking or a finance related role, to work in a team where analytics and data science are core to the Bank's strategy.

    Join a bank for a global role focussed on delivering Capital Regulatory reporting enhancements, via implementing and maintaining an effective New Product Approval Process.

    This role will involve regular interaction with the front office trading teams.
    One the UK's fastest growing retail and corporate banks are looking to expand their Treasury team with the addition of a senior manager level hire whose focus will be primarily on Asset and liability management

    A leading UK bank who has made their mark as being a specialist lender and savings bank are recruiting within the treasury department due the development of a new Asset & Liability Management team, which will form part of a wider Balance Sheet Management team.

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