ALM Manager, Treasury

Recruiter
Fraser Carver Executive Search Ltd
Location
Cardiff County, UK
Salary
Competitive
Posted
07 Jul 2019
Closes
16 Jul 2019
Ref
1186571065
Job Role
Treasury Analyst
Contract Type
Permanent
Hours
Full-time
Level of qualification
Qualified
Fraser Carver are working with a growing Financial Services Business in South Wales who due to continued expansion are looking to appoint an experience ALM Manager into their Treasury team. Job Summary: The ALM Manager is responsible for delivering the ALM and IRRBB functions, reporting on both a static and dynamic basis. Stress Testing, IRR and ALM software development will be among a broader spectrum of treasury responsibilities. This role reports into the Group Treasurer although you will be expected to also have interaction with the Group's second line risk function. Key

Responsibilities:
Measuring, monitoring and reporting the bank's IRRBB including structural, funding, market and liquidity risks Manage IRR, basis risk, sensitivity analysis, counterparty credit risk, funding and liquidity risk Ensuring risk framework is adhered to, escalating breaches where appropriate Prepare MI for Treasury, ALCo, Board and the wider business where appropriate Input into ILAAP, Funding Plan, Recovery and Resolution Plan and Treasury Policy Essential skills and experience: Educated to degree standard or equivalent Relevant professional accountancy / treasury qualification (or working towards) ALM experience Liquidity risk management Stress testing Financial services experience Excellent numeracy skills Attention to detail and accuracy Thrives on problem solving Works collaboratively Effective verbal and written communications Able to remain calm under pressure Self-motivated Good IT skills