IRR ALM Manager - UK Supermarket Bank

  • Location

    London, England

  • Sector:

    Treasury in Financial Services

  • Job type:

    Contract

  • Salary:

    £65000 - £75001 per annum + Benefits

  • Contact:

    Conor Duggan

  • Contact email:

    bmdaxtraadresp@thesrgroup.com

  • Job ref:

    PR/207430_1647253559

  • Published:

    2 months ago

  • Expiry date:

    2022-04-13

  • Startdate:

    01/04/2022

  • Consultant:

    #

I am currently partnered with the banking arm of one of the UK's leading supermarkets to bring an exciting role to market.

The role is at the manager level, implementing and maintaining a strong and dynamic framework covering Interest Rate Risk in the Banking Book models and the broader models on Quantitative Risk Management.

Key Responsibilities:

  • Deliver critical IRRBB month end reporting, including EAR and EV valuations.
  • Identify and inform the strategy taken on interest rate hedging transactions.
  • Delivering FSA017 reports, assisting in production of materials for ALCo meetings.
  • Developing new IRRBB models, verifying all behavioural assumptions, taking ownership of Market risk policy and methodology.

Key Experience:

  • Preferably a degree in a strong quantitative subject - Maths, Science, Finance etc.
  • Knowledge of IRR management, detailed understanding and practical experience of QRM.
  • Knowledge of financial markets, ideally from working in a Treasury function, utilising in derivatives.

You can apply directly at brewermorris.com, or if you want to learn more about the role you can contact me directly on 020 7415 2820 or conorduggan@brewermorris.com

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