Senior Treasury Analyst, Asset Management

This is a new Senior Treasury ALM Analyst role at a fast growing challenger bank based in London. This role offers hybrid working flexibility. They will also work in partnership with Finance and Risk to ensure that the identified risks are reported in an accurate and timely fashion. Asset and Liability Management Working with the various businesses to identify, and manage, interest rate risk exposures arising from their products. This includes working with the businesses to review business assumptions and key risk indicators and presenting any findings, and recommended actions, to business Risk Committees and ALCO Propose trades to hedge the interest rate risk that arises on the business balance sheets and ensure that the intercompany funding process operates effectively Work with the business to evolve behavioural modelling on assets and liabilities, to inform interest rate risk measurement and liquidity treatment Work closely with the ALM Risk team to ensure that the risk position is well understood and captured in Risk metrics Produce and develop MI that shows the effectiveness of the Treasury hedging programme Document key assumptions, risk drivers and limitations of models used for ALM scenarios and key stress tests Support the production of ad-hoc analysis and special papers to be presented at Treasury committees The candidate will be expected to work closely and proactively with managers at all levels as well as liaising with other Treasury, Finance and Risk representatives Support the Treasury BSM team where necessary to ensure high quality delivery of team responsibilities that cover managing IRRBB, liquidity and funding Conduct, Risk and Compliance Ensure that all Governance and Compliance requirements are adhered to and all reporting and reviewing activities required by the Regulatory Bodies are carried out to the standards required Understand the risks and challenges associated with IRRBB, including the required aspects for regulatory rules Able to quickly establish strong working relationships with business, Treasury, Finance and Risk managers across the Group Excellent quantitative skills – ideally with risk management experience Able to manage work requests working to tight timescales whilst maintaining quality Financial modelling skills and techniques for both treasury and banking products would be a plus Experience in ALM, BSM, NTMR or IRRBB within retail banking Good understanding of different asset and liability products offered and their distinct finance behaviours and characteristic