Senior Manager ALM / Head of ALM - Challenger Bank

Responsibilities:

There is scope to hire this role as a Senior Manager or take the title of Head of ALM depending on the experience offered. You will be responsible for all assessments in relation to Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Stress Testing. Whilst reporting to the Treasurer, you will take charge of the ALM mandate to fully assess the group's exposure to market risk. This includes assessment of new products, daily review of exposures and managing all assumptions within the ALM system. Please apply with your cv and a detailed job description will be supplied.

Requirements:

Offering a holistic skill set with ALM - IRRBB, Liquidity and Funds Transfer Pricing. Of the three, there is a preference for extra expertise in IRRBB

Experience in behavioural modelling of banking products, such as fixed rates, bonds, general savings or current accounts and interest rate risk mortgage products.

Product risk awareness to confidently implement hedging strategies

Prior experience of the design and build out of a Treasury ALM system

A deep understanding of retail or commercial banking business risks

The ability to demonstrate structured/ logical thinking especially when presenting to business stakeholders

Very strong data manipulation skills with the ability to formulate and analyse large sets of data