Treasury, Senior Asset - London, United Kingdom - Empirical Search

    Empirical Search
    Empirical Search London, United Kingdom

    Found in: Talent UK C2 - 1 week ago

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    Permanent
    Description

    Role Description

  • As a key contributor in the team, you will identify interest rate risk exposures on the balance sheet and make recommendations to Treasury Management on how to mitigate the risk. This includes making proposals to optimise the bank's balance sheet position and managing central hedging strategies, such as structural hedging
  • Role Requirements

  • 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) – measurement and or reporting
  • 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
  • Ability to present information, written and verbal, for various bank committee and forums
  • Data savvy skills with the ability to improve processes (e.g. SQL, VBA, etc)