Treasury Transfer Pricing Curve Construction AVP
London, England, United Kingdom
International Investment Bank is currently looking for an AVP to join their Treasury transfer pricing team in London. The purpose of this role is to provide Transfer pricing thought leadership and subject matter expertise for banking book and trading book businesses. This role has arisen due to an expansion of the desk and is an ideal opportunity for a candidate looking to build their career within a dedicated treasury team that is continuing its growth.
- Construct Transfer Pricing curves monthly, prepare relevant committee papers and present at monthly committees
- Provide regular market updates to the wider balance sheet management team and Treasury desk.
- Construct transfer pricing curves for forecasting and Stress Testing purposes.
- Work with businesses and ALM team in reviewing behavioural profiles to support liquidity funding strategies and commercial decision making
- Work with the functional transformation team to ensure overall governance and smooth running of all the transfer pricing processes
- Be the main point of contact to a wide range of stakeholders for TP curves related matters (Treasury, Finance, Businesses, Audit, Tax)
- Become the transfer pricing SME in business discussions to support the entity business product pricing decisions and commercial strategy
- Drive implementation of key enhancements on existing TP models ahead of strategic delivery
- Ad hoc forecasting and modelling partnership with the central planning team
- Experience in an Investment Banking role
- Ideally work experience in a Treasury Finance function
- Knowledge of either Liquidity Concepts, Interest Rate Risk or IR Valuations
- Prior knowledge of how a Pricing curve is created
- Strong academic background – minimum 2:1 Degree
- Advanced Excel Financial Modelling skills.
This is an ideal opportunity for a candidate who is working in a Finance function and looking to move into a dedicated Treasury function. It is essential the candidate has exceptional stakeholder management skills as the role involved daily interaction with key stakeholders across the business on a daily basis and offers realistic mobility into the Treasury Front Office.