Role Description
1. Perform balance sheet optimisation activities from a liquidity, capital, IR and FX perspective
2. Ensure cost effective funding for the business
3. Work on capital and liquidity stress testing. Developing and update the ILAAP and ICAAP
4. Manage balance sheet management activities. Namely forecasting, interest rate and FX exposures
5. Maintain departmental compliance with the internal capital and liquidity risk appetite and external regulatory liquidity requirements
6. Lead on presentations to ALCO
7. Regulatory horizon scanning and interpretation or regulations. Action planning bank’s responses
Role Requirements
8. Degree educated in a numerate subject
9. Experience working in bank ALM or bank treasury role
10. Experience with ILAAP and ICAAP processes
11. Excellent communication and presentation abilities, including strong written and verbal skills
12. Strong Excel skills, and ideally experience with Reuters/Bloomberg, and treasury system