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About the role
Key responsibilities & impact- Monitor, measure, and manage structural risks in the balance sheet, including liquidity, funding, and IRRBB.
- Develop and maintain structural hedging strategies.
- Optimise asset-liability mismatches to support sustainable growth.
- Analyse repricing gaps and sensitivity of Net Interest Income (NII) and Economic Value of Equity (EVE).
- Propose hedging strategies (derivatives, swaps, etc.) to manage structural interest rate exposures.
- Ensure modelling assumptions (e.g., deposit behaviour, prepayment rates) remain robust and up to date.
- Support the design and maintenance of the FTP framework.
- Provide recommendations to business lines on pricing and profitability.
- Produce regular ALM dashboards and reports for ALCO, Risk committees and regulators.
- Present findings and recommendations to senior management.
- Ensure compliance with PRA, BoE, and Basel regulatory requirements.
- Work closely with Treasury, Finance, Risk, and business lines to ensure alignment of strategies.
- Contribute to stress testing, ICAAP, ILAAP, and Recovery & Resolution planning.
Requirements
What you’ll need- Strong understanding of balance sheet management, liquidity risk, IRRBB, and capital management.
- Solid knowledge of PRA/BoE regulatory requirements (LCR, NSFR, IRRBB, ICAAP, ILAAP).
- Experience with ALM modelling systems (e.g., QRM, Empyrean, Kamakura, Prometeia).
- Analytical mindset with strong quantitative and problem-solving skills.
- Ability to communicate complex concepts clearly to senior stakeholders.
- Strong organisational and project management skills.
- Bachelor’s degree in Finance, Economics, Mathematics, or related discipline (Master’s preferred).
- Professional qualifications (e.g., CFA, ACT, FRM, BTRM) are highly desirable.
- Vast experience in Treasury, ALM, Risk, or related areas within banking.
- Demonstrated track record of managing balance sheet risks in a regulated environment
Benefits
Comp & perks- Full onboarding support and continued development opportunities
- Options for flexible working
- Regular social activities
- Pension contributions
- Discretionary bonus scheme
- Private health cover
- Life assurance
- Family friendly policies including enhanced Maternity & Paternity leave
ATS Keywords
✓ Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
balance sheet managementliquidity riskIRRBBcapital managementALM modelling systemsderivativesswapsstress testingICAAPILAAP
Soft Skills
analytical mindsetquantitative skillsproblem-solving skillscommunication skillsorganisational skillsproject management skills
Certifications
CFAACTFRMBTRM