- 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
- 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
- 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