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Treasury IRRBB Reporting & Analytics Manager

Empirical Search
Greater London
5 months ago
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Role Description

Being responsible for a range of Treasury reports, including ALM system output Managing junior members of staff to ensure reporting is complete, accurate, and timely Designing and running the processes for producing the bank’s risk reporting Taking responsibility for ETL code and processes upstream of the ALM system Building controls and checks on upstream data feeds and on ALM system outputs Investigating and resolving any errors within reported figures Creating tools to perform calculations where reporting takes place outside of the system Developing tools to process the ALM system output prior to presentation to stakeholders Acting as an SME for all enquiries on risk metrics and system output

Role Requirements

Graduate level education preferable, ideally in a numerical degree Experience using an ALM system to generate risk metrics highly desirable Intuitive understanding of financial and market risks within a retail bank Experience of data handling and manipulation within Excel, SQL, and ideally Python A problem solver with the ability and motivation to investigate issues independently Familiarity with GitHub and databases is also desirable Demonstrable ability to own, develop, and improve regular processes and tools

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