Yorkshire Bank Jobs in Leeds – ALM Manager

Job Description:

We are looking for a Manager to join the Capital, Market and Liquidity Management team, which forms part of the Balance Sheet Management function. This is a high-profile role as you will be responsible for the ongoing management, monitoring and reporting of the market risk and liquidity position of the Society. This includes the creation and implementation of the FTP framework and strategies, as to optimise the asset and liability profile of the balance sheet. In addition to production of regulatory reporting, and the annual update of the ILAAP.

Job Responsibilities:

• Production of the regulatory reporting.
• Production of the annual Internal Liquidity Adequacy Assessment Process (ILAAP).
• To understand and evaluate forecast balance sheet scenarios
• Support the Senior Manager – Asset & Liability Management in the creation and implementation of the FTP Framework, as to optimise the asset and liability profile of the balance sheet.
• Delivery of the Society’s regulatory reporting framework, this includes:
• To support ad hoc projects/strategies/new propositions that requires ALM input.
• Production of liquidity and market risk related external reporting including elements of the Annual Report & Accounts.
• To create and implement ALM strategies, including; excess liquidity optimisation, maturity intermediation strategy, savings term/product mix strategy, liquidity portfolio strategy, collateral strategy.
• Internal management information reporting.
• Management and running of the liquidity and market risk models and processes, in line with external regulation and internal risk appetite, both day to day and through longer term planning and forecasting.
• To play an active role in the team, aware of team objectives and performance, including to provide cover where required across the wider ALM team where necessary
• Production and ongoing maintenance of the Policies and Policy Guides covering liquidity risk management, market risk management and the FTP framework. Whilst ensuring compliance with both regulatory requirements and internal guidance.
• To contribute towards the understanding of Asset and Liability Management throughout the organisation.
• To challenge the objectives and activities of the Asset & Liability management processes to aid continual improvement and to maximise member value.
• Broad scanning of the external environment to ensure that ongoing regulatory developments and industry best practice are factored into the Society’s liquidity and market risk management practices.
• Subject Matter Expert (SME) representing BSM on liquidity and market risk related matters across the Society.

Job Requirements:

• Good knowledge and experience of regulatory reporting requirements.
• Strong stakeholder and engagement skills.
• Strong knowledge and experience of asset and liability and balance sheet management.
• A high level of proficiency with various MS Office programmes (Excel, Word, PowerPoint)
• Good communication skills, both verbally and written.
• Good knowledge of Treasury risk management practices and principles.
• Strong numeracy / analytical skills.

Job Details:

Company: Yorkshire Bank

Vacancy Type:  Full Time

Job Location: Leeds, England, UK

Application Deadline: N/A

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