Head of ALM & IRRBB

One of the UK's leading fintech banks is looking to grow their Treasury team with the addition of a senior lead to look after all the ALM and IRRBB work that the team covers. They are a UK bank that benefits from having the culture and spirit of a fast-moving, disruptive technology company.

Role Description

• Lead development and maintenance of EVE and EaR IRRBB models
• Produce exposure reports to the front office, management, and the Board
• Support the Finance teams as the Treasury subject matter expert on interest rate risk and hedging
• Ownership of the funds transfer pricing framework
• Maintain counterparty credit risk exposure model
• Support ICAAP production
• Manage and develop the IRRBB team

Role Requirements

• Enthusiastic and collaborative mindset
• Extensive experience of data handling and stress testing in first or second line
• Extensive experience of working in a bank or large corporate Treasury or Risk department
• Expert knowledge of Treasury products
• Expert knowledge of IRRBB regulations
• Strong quantitative and problem-solving skills
• VBA/SQL/Python experience (experience at expert level at least in one of the above)