Vice President, Treasury Analytics and Hedging, Group Corporate Treasury
Core
Analyze structural interest rate and liquidity risks for the Group's commercial banking book and formulate hedging recommendations.
Role type
Senior IC treasury risk analyst (VP level)
Builds
Risk profiles, NII simulations, and hedging strategies for the Group's commercial banking book
Domain
Banking / Corporate Treasury / Interest Rate Risk
Required skills
Interest rate repricing analysis, structural liquidity gap analysis, NII simulation, financial modelling, statistical analysis, Python, Microsoft Excel, PowerPoint
Preferred skills
None stated
Technologies
Python, Microsoft Excel, PowerPoint
Responsibilities
Lead production and analysis of repricing gap and structural liquidity gap profiles, Perform Net Interest Income (NII) simulations under various scenarios, Formulate and recommend structural interest rate hedging strategies, Coordinate implementation of approved hedging strategies, Establish ongoing monitoring of hedge performance and recommend rebalancing actions, Partner with stakeholders to identify enhancement opportunities and improve analytics capabilities
Seniority
Senior, hands-on IC
