Treasury Analyst ALM

Posted 22 May 2023
Salary £600 - £630 per day
Job type Contract
Discipline Internal
Contact NameNathan Peters

Job description

Treasury Analyst ALM - Hiring ASAP

Start Date: ASAP
Duration: 6 months initially
Location: London Office: 3 days per week // Remote from home: 2 days per week
Rate: £630 per day
Engagement Method: Inside

Key Skills

  • Experience in IRRBB experience and ALM
  • Experience of building and modelling and IRRBB metrics
  • Very strong Excel skills and analytical skills
  • Treasury Management Systems experience


  • Develop a IRRBB measurement approach to include EVE, NII sensitivity, PRA prescribed scenarios, Supervisory outlier test and other key IRRBB metrics.
  • Build behavioural assumptions to better understand risk profile, including but not limited to deposit behaviour, embedded optionality and pipeline risk.
  • Design hedging strategies by product and portfolio to minimise IRRBB and optimise the balance sheet.
  • Design operational processes to build a sustainable IRRBB and ALM process.
  • Design end-to-end process that captures and transfers all relevant risks.
  • Interpret relevant regulatory changes and understand the impact on the business.