ALM Analyst

Job Description

• Integral to the ILAAP
• Develop and manage SBL Funding and Liquidity processes (including ILAAP, stress testing and cashflow modelling)
• Develop and manage the Banks market risk reporting, which includes calculation of hedging requirement to ensure the Bank remains within risk appetite limits.
• Develop and manage cash optimisation processes
• Develop and manage funds transfer pricing process
• Support Treasury inputs to business planning updates
• Maintenance of key internal and external stakeholder relationships (including Finance, Business Lines, Risk, and Relationship Banks).
• Ad hoc project work and reporting

ALCo Pack Production

• Manage the end to end consolidation of the Bank's ALCo pack, including liaising with key stakeholders to ensure the pack is distributed in a timely manner. 

Liquidity Risk Management (including the ILAAP)

• Input into the end-to-end production and delivery of the ILAAP document, coordinating across Finance, Risk, Treasury and senior mgt.
• Ensure alignment of the ILAAP with the firms risk appetite framework, business strategy and regulatory expectations.
• Maintain a strong governance and documentation process.
• Conduct scenario analysis and stress testing to assess the impact on the Bank’s liquidity;
• Oversight of the Bank’s weekly liquidity process (including cash flow and MI pack);
• Continuous improvement of the Bank’s attrition modelling and data management;
• Support the continuous development of liquidity stress testing modelling.

Asset and Liability Management

• Support the development of and implementation of ALM strategies to optimize the Bank’s balance sheet;
• Monitor and manage liquidity risk and funding risk;
• Analyse loan and deposit portfolios to optimize funding costs and lending strategies;
• Support the integration of a new ALM system (all UAT);
• Provide insights and reports to support ALCo decision making;
• Support the update of all relevant policies and frameworks.

Regulatory

• Keep up to date with the latest regulatory developments and how they impact Treasury i.e., Standard Outlier Testing, LCR, NSFR and other Market Directives
• Support responses to regulatory requests and audits related to Liquidity and Market Risk.

Customer (internal & external)

• Develop expertise in Shawbrook’s cashflow, cash management and FTP to be able support Finance/Business units in reporting/analysis and decision making.
• Develop expertise in Shawbrook’s market risk management, to be able to support Finance/Business units in optimal decision making
• Develop and maintain relationships with key stakeholders across the Bank

Risk Management / Controls and Compliance

• Ensure controls are identified and executed in relevant process’
• Understand the context of Treasury’s risk management with that of the organisation and make recommendations to keep these aligned;
• Communicate and escalate potential issues/risks in a prompt and effective manner
• Ensure that all relevant SOP’s are up to date, as well as policies and frameworks across the department are aligned with best practice

Leadership / People / Teamwork

• Managing internal stakeholders on BAU and project tasks
• Work as part of the wider Treasury team be willing to assist on the full range of tasks, and cover as appropriate.

Qualifications

• Working towards CertBalm, ACT, CFA, FRM or similar advantageous.
• Numerate academic background. 

Additional Information

Your Wellbeing - We take your health and well-being very seriously by providing a range of benefits to give you and your family peace of mind. These include:

• Market leading family friendly policies such as access to our Maternity, Adoption and Paternity policies from Day 1 of your employment
• Free access to Headspace, a mindfulness & meditation digital health app
• Free access to Peppy digital health app that offers personalised support through fertility treatment becoming a parent or menopause
• EAP (Employee Assistance Programme) - Offering you support on a wide range of subjects including financial concerns, mental wellbeing and more general queries around family, work, housing, and health
• Cycle to work scheme
• Discounts on gym membership
• Contributory pension scheme & death in service

Your Lifestyle - It’s important you strike the right balance between your work and personal life. We provide benefits to support you when at work and when you’re enjoying your leisure time.

• Minimum of 27 days holiday per year
• Option to buy or sell holiday days through our flexi-holiday scheme
• Discounts on gym membership nationwide
• Access to discounts on a range of high street and online brands
• Community support and charitable giving

Your Contribution - We’re focused on rewarding those that go the extra mile in helping us achieve our goals.

• Participation in our annual discretionary bonus scheme designed to reward your contribution to our success
• Proudly Shawbrook recognition scheme focused on recognising our role models and thanking our colleagues for a job well done