Head of Treasury Reporting

  • €65,000
  • Madrid, Spain Madrid Madrid ES
  • Permanent, Full time
  • BSM Group
  • 23 Apr 18 2018-04-23

BSM Group are representing a client seeking a Head of Treasury Reporting.


  • To ensure that the bank has in place and operates effective frameworks for the reporting of Treasury related risks including liquidity risk, funding risk, interest rate risk in the banking book (IRRBB), other market risks relating to fixed income securities and derivatives,  FX risk (note, FX risk is minimal) and wholesale credit risk, hereinafter referred to as ´Treasury risks´.
  • To ensure that the appropriate risk metrics and methodologies are employed to capture risks, e.g., LCR, NSFR, EaR, EvE, VaR, MtM (not exhaustive)
  • To provide accurate and timely reporting of Treasury risks in line with approved risk metrics and early warning indicator measures
  • To provide P&L, and portfolio reports as appropriate
  • To provide independent guidance and advice to Treasury and Finance management of emerging risk trends which may put pressure on risk limits.
  • To escalate breaches to limits and indicators in line with policy
  • To monitor Treasury transactions to ensure compliance with policies and ALCo approvals
  • To develop data management capabilities to enable the Treasury Reporting unit to perform its role
  • Contribute to the implementation of a new Asset & Liability (ALM) system (including software applications) for the data capture, measurement and management of structural balance sheet risks
  • To provide risk reporting content for the ALCo pack
  • To lead, manage and develop the skills and competencies of other members of the Treasury Reporting team and to promote high professional standards


  • Experience in a bank Treasury function, preferably in a control, reporting or analytical function
  • Technical understanding of Treasury risks and balance sheet management measurement and management techniques
  • Strong knowledge and understanding of retail and wholesale products and risk measurement processes    
  • Leadership experience within a Treasury or Finance team
  • A full understanding of banking and treasury products and the inherent risks that these generate
  • Strong understanding of financial markets mathematics
  • Good knowledge of accounting principles
  • Full understanding of the regulatory environment
  • Strong organizational, communication and influencing skills.
  • Experience of managing and developing colleagues
  • Evidence of leading initiatives and strategic and creative thinking
  • Self-motivated, independent thinking team player capable of building rapport with colleagues
  • High energy and resilience
  • Bilingual Spanish / English
  • Degree level Education
  • Treasury or Accountancy qualification - useful but not essential

For anymore information please contact hughtamlyn@bsmgroup.com