Asset and Liability Senior Analyst

Real Staffing Group are currently working with a leading Financial Services organisations in the search for a Asset and Liability Senior Analyst

The following knowledge, skills and experience are desired to perform this role:
* An understanding of Market and Liquidity risk management techniques including:

- Earnings at Risk
- Value at Risk
- Gap Reporting
- Stress Testing

* An understanding of the components of Lloyds Banking Group balance sheet or similar Bancassurer.
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* Experienced user of Microsoft based applications including powerpoint, excel, access and Business Objects
* An understanding of Treasury instruments and their valuation methods including Interest Rate Swaps and Options.
* Working knowledge of Liquidity Transfer Pricing and the drivers of liquidity risk.
* Experience of using ALM software tools preferably "Quantitative Risk Management" (QRM), the application used within Group ALM to manage the market and liquidity risk.
* Good Communication Skills

To find out more about Real Staffing please visit www.realstaffing.com