Description
An exciting opportunity has arisen for an Asset and Liability Analyst to provide analytical support to the Groups Treasury Function specifically within the Asset and Liability Risk Management processes.
Your main responsibilities will include, but not limited to;
Maintaining the ALM models and data interfaces and to produce analyses and reports on the risk position of the Group
Contributing to the development of reporting techniques and models to ensure compliance with new regulatory requirements
Develop and test new modelling methods and capabilities in response to the continued evolution of the business model and balance sheet
Assess impact on interest rate risk management metrics driven by changes in data inputs or modelling approach for the company's products
Producing risk management reports for Board and Executive Risk Committee meetings
Understanding and evaluating forecast balance sheet scenarios
In the first instance could you please forward your CV for review.
This is an initial 6 month contract with a view to extend for a further six months.