| Job Title: | Treasury Risk Manager |
|---|---|
| Reference: | 00187899 |
| Salary: | £50000 - £70000 per annum + Bonus |
| Location(s): | North Yorkshire |
| Industry(s): | Banking |
| Advertiser: | Hays - Banking |
| Employment Type: | Permanent |
| Posted: | 22-09-2008 |
Description:
Our client are a leading building society are recruiting a whole new Risk team, they are looking for experienced Analysts and Risk Managers in all areas e.g. Commercial, Corporate, Treasury, Retail etcHere is the job description for the Treasury Risk Manager role:
Your Role will be to develop and build a range of Analytics and Data models to enable the Group to manage non trading interest rate risk, produce planning & budgeting information and assist with special projects e.g. Securitisation.
Responsibilities
Specify and support development of data required to deliver effective and comprehensive modelling
Develop interest rate risk models analysing Net Interest Income (NII) and Economic Value of Equity (EVE) risk including selection of appropriate methodologies
Embed rigorous processes and infrastructure supporting regular, accurate modelling
Deliver regular and ad hoc interest rate risk reporting and scenario analysis
Influence developing supervision/regulation of interest rate risk
Support other work of the IRRM team covering interest rate and FX risks
