Treasury Risk specialists are sought by my client in three of their core divisions in the UK : London, Home Counties and Birmingham. With a European footprint embracing 13 countries and enjoying a risk profile the envy of blue-chip peers, my client is seeing to expand and develop both internal and external capabilities at each of its strategically key locations in the UK.
You will work within the dedicated division responsible for spotting potential liquidity problems across the Group using a mixture of monitoring, analysis of firm-specific base-line data that is collected, and on-site investigations into the treasury operations of counterparties. An active, involved, approach to Treasury Risk is essential - you are au fait with current industry and sector trends and issues and are a capable professional.
Reviews you undertake will include asset-liability management issues within treasury operations, including interest rate risk not in banks' trading books and any associated capital requirements. You will assist in challenging assessments and develop ad hoc risk models and stress testing systems.
With demonstrable experience of Treasury Management and/or Risk Management gained in a banking environment you will be tasked with contributing to asset liability committee meetings either with analysis or participating in the decisions
and in developing liquidity policies and implementing them. Part of your day to day function will be managing or liaising with other group treasury functions; cross border issues (eg: currency, trapped liquidity, regulatory constraints), funds transfer pricing, settlement systems and/or real time intra-day systems. Candidates are preferred with ALM model development or commercial systems experience.
You are likely to have a good degree in a quantitative subject or equivalent experience and may well have a further professional qualification.
Dealing in, or managing the composition of, a treasury portfolio of liquid assets including the relative merits and uses of treasury management instruments (types of repo contract, hedges, OMO operations etc)
Depending on your level and experience, openings are available for candidates with experience of managing teams.
