- Modelling and analysis of deposit behaviour
- Making improvements to liquidity and interest rate risk tests
- Conducting the regulatory liquidity assessment (ILAA).
- Ensuring that the analysis are relevant and contribute to the business pricing strategy.
- Working with the balance sheet management team on risk analytics for the bank's interest rate and liquidity risk.
- Participate in ALM projects and process initiatives alongside other subject matter experts (ILAA, ICAAP,CRDIV, Recovery and Resolution planning etc.)
- Contribute to regulatory and group reports.
- Preparing presentations and developing actionable reports for use by the ALCO Committee.
- Work with the balance sheet management team for the Tactical ALCO committee on pricing deposit strategies and fund transfer pricing.
- Working with the ALM team on any other ad-hoc requests.
- Ensuring that reports are made in the appropriate fashion to management.
Who they are looking for:
To be considered for this role, you should meet the following criteria:
- Relevant ALM/Treasury experience and understanding of liquidity risk and interest rate risk.
- Analytical skill set with focus on problem solving.
- Output and execution driven mind set and approach to analysis.
- Aptitude and experience to independently work on projects.
- Ability to produce financial information of the utmost integrity.
- Knowledge/experience of SQL, data warehouse enquiries, Fermat ALM or other ALM packages.
- Strong Excel skills.
- Understanding and experience on the banking regulatory framework (BIPRU/Basel III)
- 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.
- Dealing with complex issues, deciding on the balance between the degree of analysis and taking a decision.
- Genuine two-way communication abilities.