Description
* To tight timescales deliver the reporting packs for the Retail ALCO, Islands ALCO and Operational ALCO.
* Act as liaison between, the wider Retail Finance and Business teams, to ensure the model results are in line with key drivers of Retail Risk.
* Provide analysis and commentary to assist in the preparation of reports for presentation to ALCO's.
* Manage the relationship between GCT and Finance on monthly LTP processes and LTP behavioural reviews.
KEY SKILLS
The following knowledge, skills and experience are required to perform this role:
* A knowledge of Market and Liquidity risk management techniques including:
- Earnings at Risk
- Value at Risk
- Gap Reporting
- Stress Testing
* Knowledge of the mechanics of Retail banking.
* Experience of report writing for ALCO or other senior commitees.
* Working knowledge of Treasury instruments and their valuation methods including Interest Rate Swaps and Options.
* In depth knowledge of Liquidity Transfer Pricing and the drivers of liquidity risk.
* An appreciation of complex financial models with multiple interdependent relationships.
* Experience of using ALM software tools preferably "Quantitative Risk Management" (QRM), the application used within Group ALM to manage the market and liquidity risk.
* Experienced user of Microsoft based applications including Powerpoint, excel, access and Business Objects
Important Skills and Knowledge Areas:
* Oral and written communication
* Organisational awareness
Key Skills and Knowledge Areas:
* Procedural/Product/Specialist Knowledge
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice. By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.