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Treasury Analyst

Posted 26 February by MERJE Ltd Easy Apply Ended

The Client-

The Bank are looking to recruit a newly created position within their Middle Office Treasury function. As part of the of ALM & Treasury Middle Office team this person will cover all areas of market risk analysis, reporting and control including hedge effectiveness testing. As an expert in interest rate risk this person will also be responsible for analysing interest rate risk exposures.

This role offers a career platform for a highly motivated analyst to progress quickly in a well-respected and dynamic bank. This role will be working closely with Finance and Risk and will ensure exposure to senior management.


Reporting into the Manager of ALM & Treasury Middle Office you’ll be responsible for the following:

  • Preparation of market risk reporting for Treasury, Risk and ALCo;
  • Support the development of efficient processes to transfer information from the bank’s data warehouse into its interest rate reporting system
  • Prepare and enhance IRRBB reports and analysis.
  • Analyse financial instruments and balance sheet items to ensure that are correctly represented in Treasury systems and properly valued.
  • Ensure derivative hedges are appropriately documented in line with company policy;
  • Calculate and monitor hedge effectiveness.

The Person

Suitable candidates for this position will have the following experience/qualifications:

  • Experience of interest rate risk analysis
  • Knowledge of IRRBB methodologies;
  • Understanding of fair value hedge accounting;
  • Strong understanding of the principals of risk management and compliance

Required skills

  • Analyst
  • Banking
  • Financial Accounting
  • Risk Management
  • Treasury

Reference: 33937505

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