At a Glance
- Tasks: Monitor and manage balance sheet risks while developing hedging strategies for sustainable growth.
- Company: Leading financial institution focused on innovation and risk management.
- Benefits: Attractive salary, comprehensive benefits, and opportunities for professional development.
- Other info: Collaborative environment with potential for career advancement.
- Why this job: Join a dynamic team to shape financial strategies and make impactful decisions.
- Qualifications: Experience in ALM, risk management, and strong analytical skills required.
The predicted salary is between 60000 - 75000 £ per year.
Responsibilities Monitor, measure, and manage structural risks in the balance sheet, including liquidity, funding, and IRRBB.
Develop and maintain structural hedging strategies.
Optimise asset-liability mismatches to support sustainable growth.
Analyse repricing gaps and sensitivity of Net Interest Income (NII) and Economic Value of Equity (EVE).
Propose hedging strategies (derivatives, swaps, etc.) to manage structural interest rate exposures.
Ensure modelling assumptions (e. g., deposit behaviour, prepayment rates) remain robust and up to date.
Support the design and maintenance of the FTP framework.
Provide recommendations to business lines on pricing and profitability.
Produce regular ALM dashboards and reports for ALCO, Risk committees and regulators.
Present findings and recommendations to senior management.
Ensure compliance with PRA, Bo E, and Basel regulatory requirements.
Work closely with Treasury, Finance, Risk, and business lines to ensure alignment of strategies.
Contribute to stress testing, ICAAP, ILAAP, and Recovery
