Job Advert Details
This role is a data analytics and reporting role with primary responsibility for Asset Liability Management (ALM) reporting activities and providing supporting analysis for ALM oversight and policy-making. The role continues to carry partnership responsibilities with business and treasury/risk teams for liquidity and regulation-related reporting.
Key responsibilities:
- Production of the Liquidity risk related ALM reports
- Monitoring of regulatory metrics and implementing new internal/Group or regulatory metric monitoring processes
- Ensuring data accuracy for all ALM-related reporting processes
- Monitoring of liquid asset buffers, deposits, and term funding concentrations
- Impact analysis of new regulatory requirements on the bank's balance sheet and liquidity positions
- Providing supporting data and analyses for stress testing, planning activities, and policy making
- Project management duties
Qualifications
- +4 years banking experience previously on ALM and Treasury departments, or market risk reporting or financial reporting
- IT / data analytics background preferred
- Intermediate level knowledge and understanding of Basel III and PRA rule and regulations
- Intermediate level knowledge on local regulations relating liquidity and IRRBB reporting
- Understanding of the external market environment and regulatory landscape and their impact on balance sheet and profitability related risks
- Very good command of MS Office and SQL
- Strong analytical and problem-solving skills
- Ability to clearly communicate with counterparties
- Excellent English both written and verbal
- Ability to proactively contribute to the overall ALM team objectives, supporting activities to achieve shared goals
- Ability to multi-task, work with tight deadlines and to work well individually and within a team/project group environment