MI Treasury Analyst
This is a new Temporary position focussing on MI, analysis and reporting for the Treasury functions.
This entails the day-to-day management of the Bank's Treasury systems and the production of general Treasury reporting for ALCO, EXCO, the Board and the PRA
- Understand the balance sheet by business unit and associated liquidity implications
- Formulate and implement appropriate MI for Treasury and analyse liquidity risk data and balance sheet data
Responsibilities would also include:
- Collating and reconciling all Treasury data, to provide MI for reporting purposes to Treasury, EXCO, ALCO, the Board and the PRA.
- To help manage the Bank's Treasury systems
- Prepare weekly, monthly, quarterly and ad-hoc ALM reports including stress tests through ALMIS.
- Prepare weekly/monthly reports on key liquidity drivers and key risk indicators for the ILAAP including all limits, positions and the ILAAP liquidity requirements.
- Treasury reporting for EXCO, ALCO, the Board and the PRA e.g. interest rate mismatch, liquidity, funding margin, basis risk, etc.
To support the collateral management process for central bank facilities
Ideal candidate will have experience in a Treasury and have strong Excel and financial modelling skills.
Regulatory knowledge and an understanding of the PRA regulatory landscape would be preferred too