Treasury ALM FTP Specialist

Asset & Liability Management (ALM) acts as a first line of defence for Treasury and is responsible for monitoring and managing liquidity, funding & cashflow risks, IRRBB & FTP. Alongside the day-to-day management of ALM activities, there is a requirement to accommodate strategic changes and drive continuous improvement on all aspects of ALM to include IRRBB and capital.

Main Responsibilities include:

• The Bank’s cashflow management and forecasting process

• Overseeing the management of daily liquidity requirements, to include the running, monitoring and reporting of key metrics

• Managing the weekly Sub ALCO and monthly ALCO process on behalf of the Head of ALM / Group Treasurer

• Supporting the management of the Bank’s liquid assets buffer in adherence with internal and regulatory limits

• Providing support for the annual update of the Internal Liquidity Adequacy Assessment Process (ILAAP)

• Assist in the development and execution of the Bank’s funding strategy

• Assisting in the management of the Bank’s IRRBB exposure in line with Bank policy

• Assist the Head of ALM in driving forward optimisation initiatives (including Funding Strategy)

• A large focus on FTP and embedding FTP across the organisation providing support and cover for wider ALM team members

If this opportunity takes your interest, please apply or contact me directly -