About the role
We have an exciting opportunity for a Senior Treasury Specialist to join the Societys ALM team within the Treasury department. The role will primarily focus on monitoring the Societys interest rate risk (IRRBB) position, including customer behaviours and option risk within the mortgage and savings portfolios.
The Senior Treasury Specialist will lead the reporting and assessment of the Societys IRRBB positions and will ensure that interest rate risks are transparent, and adequately controlled. The person in post will also prepare analysis on the interest risk position of the Society, making recommendations to management and risk committees.
As well as leading on the end-to-end process of running the Societys customer behavioural models, the Senior Treasury Specialist will also work closely with the Treasury front office to ensure effective hedging of existing and projected risk positions.
Our benefits include:
* 28 days holiday a year plus bank holidays and a holiday buy/sell scheme
* Annual discretionary bonus scheme
* Personal pension with matched contributions
* Life assurance (6 times annual salary)
About you
With an understanding of financial markets and effective use of derivatives, youll ideally be experienced in managing IRRBB exposures and interpreting EV and NI measures of risk.
Youll have an understanding of statistical tec...