VP Asset and Liability Manager Permanent €100k to €120k
Asset and Liability Management (ALM): Transfers banking book interest rate risk into Treasury to minimise the risk and volatility of net interest margins.
- Support the holistic modelling and assessment to quantify interest rate risk in the banking book covering all business units including Treasury.
- Drive the implementation of methodologies and strategies for the bank in line with Group standards.
- Monitor hedges within Group policies, standards and Risk limits.
- Work with local finance and branch management stakeholders to ensure balance sheet plans are developed, local regulatory requirements are met and hedging is effective.
- Ensure that central Head of ALM and Funding and Liquidity Management have an overview of branch balance sheets and financial plans.
- Strong understanding of the balance sheet structure and composition of universal banks
- Strong product knowledge of derivatives used for interest rate risk hedging; financing products; collateral management and capital markets funding instruments.
- General understanding of macro-economics and interest rate markets, including appreciation of the effects of market movements and volatility on derivative valuations and reserves accounting.
- Awareness of the regulatory landscape as it pertains to financial risk management, the global structural reform agenda, and capital and funding management.
Please contact Paul O'Riordan on 4744663 or e-mail email@example.com
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