Treasury Analyst

This new Treasury Analyst role is an exciting opportunity to join a growing bank. This role is based in the Midlands but offers hybrid working flexibility.

Role Responsibilities

• Support the Head of Treasury with forecasting and stress testing framework, control framework and procedures, especially around the area of market risk.
• Undertake margin and stability analysis as required.
• Support any derivative requirements around booking and valuation and assist finance with hedge accounting.
• Ensure all models are fit for purpose and comply with the relevant best modelling practices.
• Ensure all procedures are up to date, accessible and intuitive to all team members.
• Support the Head of Treasury with implementation of any new products.
• Support the Head of Treasury with implementation of new ways of working alongside the implementation of systems to ensure efficiency and better control.
• Support the Head of Treasury with assessments of changes to the liquid asset portfolio.
• Responsible for the development and running of regular stress tests and scenarios analysis for liquidity and interest rate risk. Feed latest regulatory guidance into modelling.
• Co-ordinate and continually improve the management information provided to ALCO. As the business grows and the operating model becomes more complex, the approach to balance sheet management will be developed further.
• Accountable for ALCO paper preparation on key areas of model output and model risk, regulatory updates and internal modelling assumptions.
• Develop / evolve models and produce data to support liquidity and interest rate management and forecasting.
• Cover for the Liquidity Analyst in producing daily liquidity information, analysing data and recommend to the Head of Treasury, potential liquid assets investments / divestments. Also cover to produce the weekly treasury flash.
• Co-ordinate with finance and information technology for the maintenance of Treasury systems.
• Support the Head of Treasury and the Chief Financial Officer in the implementation of derivative capability and the development of hedging strategies.
• Provide input to the finance process to continually seek improvement and ensure all procedures maintained and revised regularly for processes under your control

Professional qualifications:

• Relevant Treasury qualification (e.g. AMCT/CertBALM®)
• Strong track record in financial services
• Knowledge of Treasury and finance
• Understanding of balance sheet and Treasury risks
• Understanding of key liquidity and interest rate ratios
• Understanding of ILAAP
• Understanding of stress testing and scenario analyses