ALM SME

ALM, Asset & Liability Management, Balance Sheet Management, IRRBB, Interest Rate Risk, ALCO, NII, Net Interest Income, Hedging

My client, a leading European bank, are looking for an ALM SME to work within a project team focussed on the implementation of an Interest Rate Risk reporting framework.

The successful candidate will be required to implement a process for interest rate risk regulatory reporting, provide detailed strategic analysis to the ALCO and Balance Sheet Management Committee, Analyse process for ITP (Interest Transfer Pricing) and provide guidance for ALM modelling.

In order to be considered for this role you will need to have a wealth of Asset & Liability Management or Balance Sheet Management experience and will possess an in-depth knowledge of Interest Rate Risk, NII (Net Interest Income), ITP, Hedging, ALCO and Governance. You will have ideally worked within a BAU team for several years but will have also had some project experience.

The role will be offered on a rolling 3-6 month contract with a strong potential of being offered a permanent role towards the Back End of 2013.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group").

TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice.