Role Responsibilities:

  • Working with the balance sheet management team on risk analytics and for the bank's interest rate and liquidity risk.
  • Liquidity monitoring of key early warning matric and reporting of Board approved dashboards.
  • Participation in the implementation of a clear Funding Strategy which aligns to required Liquidity Coverage Ratio's and Stable Funding Ratios.
  • Participate in ALM projects and process initiatives alongside other subject matter experts (ILAA, ICAAP, CRD IV, Recovery Planning, Resolution planning etc.)
  • Contribute to regulatory and group reports.
  • Preparing presentations and developing actionable reports for use by the ALCO Committee.
  • Produce high quality written reports for submission to management bodies and regulators.
  • Working with the ALM team on any other ad-hoc requests.
  • Development of Interest Rate Risk methodologies and reporting

Essential Criteria:

  • ALM/Treasury experience or other relevant experience in finance
  • Understanding and experience on the banking regulatory framework (BIPRU/ICAAP, CRD IV)
  • Excellent communicant skills both written and oral.
  • Analytical skill set with focus on analytical and problem solving
  • Output and execution driven mindset and approach to analysis
  • Aptitude and experience to independently work on projects
  • Ability to produce financial information of the utmost integrity
  • Good Excel skills
  • Willingness to learn and progress

Desirable Criteria:

  • Experience in Asset pledging, packaging or securitisations.
  • Knowledge of Funds Transfer Pricing methodologies,
  • Knowledge/experience of banking accounting issues, with the ability to keep abreast of technical and regulatory requirements
  • Treasury operations knowledge.
  • Proven experience of MI and/or systems development

Knowledge/experience of SQL, data warehouse enquiries, Fermat ALM or other ALM packages