The development and delivery of modelling and stress testing of all aspects of interest rate risk across the whole balance sheet (including future balance sheet shape)
• The development and delivery of all ALCO reporting whilst providing expert insight to enable decision making recommendations
• The delivery of forward projections of liquidity, interest rate and FX and analysis of exposures
• Developing frameworks and policies for all aspects of balance sheet modelling
• Development and ownership of the production of forward looking accurate risk diagnostic reporting
• Ownership of ILAA, CFP and IRR model
• Leading the Funds Transfer Pricing programme
• Provision to the Treasurer, CFO and Board accurate analysis of and rebalance of macro economic hedges
• Applying behaviouralised take up, prepayment and attrition rates to retail products
• Operating within the Company's risk appetite and risk and control framework.
• The leadership, motivating, performance management and developing of the team, ensuring robust succession plans are in place to enable continuity.
Jobs Like This Near Edinburgh, UK
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