Senior ALM Manager
Core
Manage the bank's balance sheet risks, focusing on interest rate risk in the banking book (IRRBB), market risk, and liquidity.
Role type
Senior ALM Manager
Builds
Structural hedging strategies, ALM dashboards, and regulatory reports for ALCO and regulators
Domain
Banking / Financial Services / Treasury
Required skills
Balance sheet management, Liquidity risk management, IRRBB analysis, Market risk management, Regulatory compliance (PRA/BoE), ALM modelling, Funds Transfer Pricing (FTP), Derivatives trading, Stress testing, Capital management
Preferred skills
CFA, ACT, FRM, BTRM, Master's degree in Finance/Economics/Mathematics
Technologies
QRM, Empyrean, Kamakura, Prometeia
Responsibilities
Monitor and manage structural risks in the balance sheet including liquidity and funding; Develop and maintain structural hedging strategies; Analyse repricing gaps and sensitivity of Net Interest Income and Economic Value of Equity; Produce regular ALM dashboards and reports for ALCO and regulators; Support the design and maintenance of the FTP framework; Contribute to stress testing, ICAAP, ILAAP, and Recovery & Resolution planning
Seniority
Senior, hands-on IC
