Local Knowledge Global Resources Specialist Consultants
- New York
- Hong Kong
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.