Balance Sheet Management Analyst, Senior Vice President

• Provide value added analysis on IRR metrics inclusive of trends and likely changes given the expected interest rate environment to senior level committees
• Conduct sensitivity analysis of key IRR assumptions both quantifying and presenting results to senior management
• Perform stress testing across both static and dynamically evolving balance sheets
• Conduct optionality analysis of the banking book, identifying and quantifying potential risk
• Produce value added analysis for business specific risk exposure aligning methodologies of modelling IRR for deposits and loans vs funds transfer pricing (FTP)
• Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence to all US regulatory requirements related to IRR
• Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics
• Liaise with Entity and Business Treasurers for measuring, analysing, reporting and managing firm-wide IRR metrics

• Experience in Financial Services
• Demonstrates thorough knowledge fundamental Balance Sheet and P&L
• Experience with Interest Rate Risk and Banking Book products (deposits, loans, debt, investments, derivatives, etc.)
• Strong communication and interpersonal skills
• Must have advanced analytical skills but also the ability to see the big picture
• Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
• Ability to prioritize in a fast-paced environment
• Ability to interact with all levels of management
• Must be a team player
• Bachelors degree, potentially Masters degree
• Industry qualifications such as CFA, FRM will be a plus

Industry qualifications such as CFA, FRM

• Generous holiday allowance starting at 27 days plus bank holidays
• increasing with tenure
• A discretional annual performance related bonus
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Programme
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources