Local Knowledge Global Resources Specialist Consultants

  • London
  • New York
  • Dubai
  • Hong Kong
  • Singapore

Treasury Market Risk Analyst

Location: London, England, United Kingdom

Salary: £40-50k + bens + bonus

The bank is seeking someone with knowledge and experience in IRRBB methodology, fair value hedge accounting and interest rate risk analysis.

In this role you will be responsible for:

 

  • Analysis of interest rate risk exposures
  • IRRBB reporting
  • Preparation of Treasury market risk reports for ALCO
  • Ensuring derivative hedges are properly documented
  • Calculation of hedge effectiveness
  • Treasury market risk analysis and control

The bank is seeking an experience analyst who is keen to join a fast growing bank which offers good future progression prospects.