Do you have experience in working in a dynamic Treasury department? Come and join a fast growth organisation with ambitious plans for the next 2-5 years. Job Summary: The Treasury analyst is responsible for ALM modelling and identifying and measuring Interest Rate Risk. Model the entire Balance Sheet to calculate Interest Rate Risk arising in difference products. We report this risk to ALCo and Board so that they can make the right decisions to manage risk. We also report to our wider Group and our Regulators. We want our Analyst to have these skills and experience: Experience of ALM, and an understanding of Interest Rate Risk Working knowledge of ALM modelling software- we have plans to change the way in which we perform some of our modelling, and so we need someone who is already literate in ALM modelling systems. Knowledge of the regulatory requirements underpinning ALM and IRRBB - we need to be compliant with a range of requirements, and these requirements are changing. The ability to both get the detail right but also understand the bigger picture - it's essential that we produce accurate reporting and that the detailed numbers are always right. However we need our new Analyst to be able to see the bigger picture - to understand and articulate the high level risks and trends Expert ability in excel modelling we do a lot of modelling work in excel, and so it is essential that you are able to cope with complexity in excel modelling. Strong communication skills - we need to be able to communicate with a range of levels of seniority, in both written and verbal contexts. Good team player - we are a team with a busy schedule and an ambitious strategic plan, so we need someone who will work well as part of a small, dynamic team. A focus on delivery - it's essential that we deliver both reporting when we say we will, and that it is 100% correct. We need our Analyst to have a proven track record in accurate, timely delivery. So, we want our Analyst to: o Design and implement changes to the way in which the team operates - we have plans to improve efficiency and reduce operational risk, and we need our Analyst to play a key role in designing and implementing operational changes. o Drive change in the way in which we analyse and report Interest Rate Risk - we also want to develop the way in which we report risk and we need our Analyst to come with ideas on how we can do that in the most effective way. o Seek development opportunities - we're big on developing our people and we want to find someone who is up for a challenge, and wants to seek out and take on development opportunities. Day to day

responsibilities:
1. Prepare monthly ALM Balance Sheet; identify and recommend required hedging transactions. 2. Produce monthly securities MI packs , providing relevant insight and commentary on the portfolios. Update and maintain accurate records of securities holdings. 3. Monitor counterparty exposures ensuring the Group stays within Board approved limits 4. Monitor counterparty credit risk - assessing counterparty strength through ratings and investor information 5. Produce monthly MI for ALCo and Board (including preparation of Board pack) and treasury KPI's and KRI's for Risk & Conduct Committee packs. 6. Assist in preparation and updating of the Funding Plan. Prepare quarterly reporting and analysis of key metrics in these plans. 7. If the successful candidate does not hold a treasury qualification then they will be required to pursue a course of study, progressing towards gaining a professional treasury qualification in accordance with agreed training program. 8. Ensure Company policies and procedures are adhered to at all times. 9. Develop and maintain good knowledge of all company polices and procedures and legislative/regulatory requirements, as advised by line management and within the Group Compliance Manual. Including but not exhaustively; Conduct Rules, Data Protection, Money Laundering, etc. 10. Assist the Regulatory team with the production of COREP returns and maintenance of the ALM system. 11. Undertake any other reasonable tasks as and when requested by your line manager.