IRR/ALM Manager - UK Supermarket Bank

  • Location

    London, England

  • Sector:

    Treasury in Financial Services

  • Job type:


  • Salary:

    £65000 - £70000 per annum

  • Contact:

    Conor Duggan

  • Contact email:

  • Job ref:


  • Published:

    2 months ago

  • Expiry date:


  • Startdate:


  • 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, or if you want to learn more about the role you can contact me directly on 020 7415 2820 or

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