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 remediationThis 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.
Back to searchCorporate Treasury Modeller
Goldhawk Associates
Posted 7 days ago, valid for 16 days
Maidstone, Kent ME17 2BE, England
£80,000 - £96,000 per annum
Full Time
In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed’s services as part of the process. By submitting this application, you agree to Reed’s Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.
Sonic Summary
- A Kent-based Financial Services business is seeking to hire a Corporate Treasury Modeller for a newly created role.
- The successful candidate will be responsible for financial analysis and forecasting related to interest rate risk and liquidity risk.
- Key duties include modelling for interest rate risk in the banking book, liquidity risk, and managing issuer risk in the bond portfolio.
- Candidates should have previous experience in interest rate and liquidity risk modelling/reporting, with a competitive salary offered.
- Due to a high volume of applications, only shortlisted candidates will be contacted.
