Treasury Portfolio Manager (HQLA focus) (London)

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Treasury Portfolio Manager (HQLA focus), London

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Client:

Empirical Search

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

1acbd34f6400

Job Views:

5

Posted:

02.06.2025

Expiry Date:

17.07.2025

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Job Description:

Role Description

• Management and development investment strategy for Treasury’s HQLA portfolios
• Production of limit request papers, ensuring that accounting, capital and liquidity impacts are well understood amongst team and key stakeholders
• Developing and executing stress testing for the various asset classes within the portfolio
• Work closely with the Risk function to ensure risk appetite is correctly managed
• Assisting with the production of the Bank’s ILAAP, ICAAP and RRP
• Monitoring of portfolio performance and providing regular market updates and MI to senior management and stakeholders
• Maintaining and developing relationships with external counterparties and brokers
• Involvement with ad-hoc projects and contributing to the continued development of the Treasury Management System

Role Requirements

• Professional qualification in a quantitative field or equivalent experience
• Experience in credit modelling and analysis in UK and European Fixed Income markets, particularly in SSAs, Covered Bonds and ABS
• Good understanding of macroeconomic drivers and their impact on market and credit risks
• Experience of money markets and repo markets helpful
• A problem solver with strong quantitative skills
• The ability to explain complex topics to a broad audience
• A keen interest in data and analysis (VBA, SQL or Python knowledge helpful)

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