• 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.

Desirable Criteria:

  • 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.