Treasury Manager

The Treasury Manager will support the Head of ALM and Middle Office covering all areas of ALM: liquidity and funding risk management, market risk (IRRBB & FX) and funds transfer pricing. This is a unique opportunity for a treasury professional who is looking to broaden their expertise and make significant contributions whilst gaining valuable exposure to senior leadership. 

Key Responsibilities

Liquidity Risk Management (including ILAAP)

• Lead the end-to-end production and delivery of the ILAAP document, coordinating across Finance, Risk, Treasury and senior mgt.
• Ensure alignment of the ILAAP with the firms risk appetite framework, business strategy and regulatory expectations.
• Maintain a strong governance and documentation process.
• Conduct scenario analysis and stress testing to assess the impact on the Bank’s liquidity;
• Oversight of the Bank’s weekly liquidity process (including cash flow and MI pack);
• Continuous improvement of the Bank’s attrition modelling and data management;
• Support the continuous development of liquidity stress testing modelling.

Asset and Liability Management

• Support the development of and implementation of ALM strategies to optimize the Bank’s balance sheet;
• Monitor and manage interest rate risk, liquidity risk and funding risk;
• Analyse loan and deposit portfolios to optimize funding costs and lending strategies;
• Improve IRRBB analysis and reporting. Implement hedging strategies to mitigate market risks using derivatives;
• Support the integration of a new ALM system (all UAT);
• Provide insights and reports to support ALCo decision making;
• Support the update of all relevant policies and frameworks.

Regulatory

• Ensure the Bank is compliant with all relevant Market and Liquidity Risk Regulatory guidance, as well as attestation is in place
• Keep up to date with the latest regulatory developments and how they impact Treasury i.e., Standard Outlier Testing, LCR, NSFR and other Market Directives
• Support responses to regulatory requests and audits related to Liquidity and Market Risk.