Analyst - Balance Sheet Management

  • €55,000
  • Madrid, Spain Madrid Madrid ES
  • Permanent, Full time
  • BSM Group
  • 23 Apr 18 2018-04-23

BSM Group are representing a client seeking an Analyst - Balance Sheet Management.


  • To  operate effective frameworks for the management of liquidity, funding and interest rate risk in the banking book (IRRBB) and FX risk.(Note, FX risk is minimal)
  • To ensure that the bank operates within  risk appetite and complies with all relevant regulatory requirements and optimises net interest income
  • To monitor, evaluate and manage interest rate, liquidity and funding risks
  • To ensure that the appropriate risk metrics and methodologies are employed to capture risk, e.g., LCR, NSFR, EaR, EvE. static and dynamic analysis (not exhaustive)
  • To develop the Bank’s hedging strategy and ensure that risk positions are managed in accordance with ALCo approvals
  • To contribute to the delivery of the ILAAP, Long Term Funding Plan and Contingency Funding Plan
  • To draft related balance sheet management policies
  • To develop and maintain key behavioural assumptions underpinning IRRBB and liquidity stress scenarios
  • To develop data management capabilities to provide MI to Exco, ALCo and Treasury to facilitate a clear understanding of risk position in decision making
  • To develop data management capabilities enable Treasury Reporting to perform their responsibilities
  • Undertake deposit tracking and trend analysis
  • To assist in the implementation of a new Asset & Liability (ALM) system (including software applications) for the data capture, measurement and management of structural balance sheet risks
  • To monitor relevant regulatory requirements are well understood and sufficiently analysed to enable the bank to be in full compliance.
  • To contribute to the policy and strategy for the management of the Liquid Asset Buffer (with the Treasury Markets team)
  • To partner the business to evaluate and mitigate the interest rate risk of existing and new products
  • To deputise for the Head of Balance Sheet Management when required.
  • To contribute to the production of the ALCo pack
  • To support the delivery of ALCo approved BSM items
  • Maintain an awareness of market activity and trends in markets in which the Company operates.


  • Experience in a bank Treasury function useful but not essential
  • At least 5 years’ experience working in a Finance or Analytic role
  • Proven ability to quickly understand technical concepts
  • Evidence of meeting performance targets
  • Strong understanding of financial markets mathematics
  • Good understanding of the regulatory environment
  • Strong organizational, communication and influencing skills.
  • Evidence of leading initiatives and strategic and creative thinking
  • Self-motivated, independent thinking team player capable of building rapport with colleagues
  • High energy and resilience
  • History of career advancement
  • Bilingual Spanish / English
  • Degree level education

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