Job Description
Our client is seeking a detail-oriented and analytical Treasury Analyst to join their finance team. The role focusses specifically on supporting the Head of Treasury in liquidity, interest rate risk and capital.
Role Description
1. Managing the Interest rate risk and liquidity risk including: Cash flow monitoring and forecasting, conduction treasury transactions including IR swaps to hedge interest rate risk and the investment of Treasury assets to optimise the liquidity asset portfolio yield and risk profiles, Support Risk Appetite assessment & perform related stress testing
2. Production of relevant treasury and financial information (including liquidity and IRRBB management information) for Operational ALCO, ALCO and Board.
3. Monitoring and reporting financial and treasury related limits and thresholds set both by the regulatory body and internally
4. Maintaining treasury management system (TMS) and the Asset and Liability Management (ALM) system (ALMIS) - booking and maintenance of treasury related transactions.
5. Operating monthly hedge accounting process and maintaining Hedge accounting models (ALMIS).
6. Assist with the preparation of the Internal Liquidity Adequacy Assessment Process (ILAAP) document, Internal Capital Adequacy Assessment Process (ICAAP) and Recovery Plan, in collaboration with the Head of Treasury, Head of Finance and the Risk Team.
7. ...