Corporate Treasury Modeller (Ref: BH-10183) Permanent

We are currently working with a Kent based Financial Services business who are looking to recruit a Corporate Treasury Modeller in a newly created role. 

You will be responsible for financial analysis and forecasting in relation to interest rate risk, liquidity risk and Treasury Portfolio management. Key duties will include:

– Interest Rate Risk in the banking book modelling (IRRBB)
– Liquidity risk modelling
– Issuer risk management in the bond portfolio
– Deposit and lending pricing / modelling
– Funds Transfer Pricing
– Regulatory returns for IRRBB, Liquidity Risk and Issuer risk/bond positions
– Understanding of balance sheet, income and capital forecasting
– Support for Asset & Liability Committee (ALCO) and production of annual Pillar3, ILAAP and Recovery Plan
– Management of Treasury audit points and remediation

This is a great opportunity to join a employee focused organisation. The successful candidate will possess previous experience of interest rate and liquidity risk modelling/reporting. 

Unfortunately, due to the high number of applications currently being received, only shortlisted candidates will be contacted.