Treasury ALM Analyst

The ALM Analyst role is to join the treasury department of an established bank. The role will focus on liquidity risk and IRRBB, whilst supporting other areas across the function.

Responsibilitie

• sMonitor IRRBB exposures and propose adequate hedging strategie
• sMonitor liquidity exposures and future balance sheet risk
• sDevelopment of stress testing and cashflow modellin
• gMI for ALCO meeting
• sRegulatory reporting returns and assist with ICAAP/ILAAP/RR

P
Requiremen

• tsExperience in banking Treasury, including IRRBB and liquidi
• tyRelevant degree (Mathematics, Economics et
• c)Strong Excel and analysis skil