Analyst - Balance Sheet Management
- 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
For anymore information please contact firstname.lastname@example.org