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Senior Assets & Liabilities Analyst posted by Hollinbay Recruitment

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Senior Assets & Liabilities Analyst

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  • LeedsLS1 5AS
  • Posted 26th Jan 2012
  • Posted by: Hollinbay Recruitment
  • Salary: £35,000pa-£40,000pa
  • Job Type: Permanent
  • Address: Field House
    Gateway Drive
    Leeds
    LS19 7XY
  • Contact: 0113 250 8006
  • Reference: ESC/LS1
  • This job has been viewed 0 times since it was posted.

Job Description

Our client, based in Leeds City Centre are looking to recruit a Senior Assets and Liabilities Analyst. The purpose of the role is to assist the Assets and Liabilities Manager in the reporting of the business' balance sheet risks, including interest rate risk, market risk, foreign currency risk and liquidity risk. To assist in the management of the business' Covered Bond programme ensuring compliance with FSA, Rating Agency and Investor requirements. Candidates must have at least 4 years experience within an Assets and Liabilities Management function or a treasury function of a Building Society or a Retail Bank and possess an in depth knowledge and understanding of ALM techniques. Interest rate risk gap report Value at Risk (VAR) Earnings at Risk (EaR) Basis risk Modelling balance sheet risk - Including interest rate risk, liquidity risk. Experience of operating and developing a risk management/income simulation model. Involvement with ALCO (Asset & Liability Management committee). Knowledge of derivative instruments and hedging retail products. Hours of work:- Monday to Friday, 35 hours per week.

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