
Treasury Strat
- Moorfields, Co Antrim London
- Permanent
- Full-time
- Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
- Competitive salary and non-contributory pension
- 30 days’ holiday plus bank holidays, with the option to purchase additional days
- Life Assurance and Private Healthcare for you and your family
- A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
- The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year
- Responsible for the development of risk management analytics and pricing tools for Treasury trading desks, including pool, issuance, strategic liquidity reserve, and central investment office
- Responsible for the development of Interest rate risk management in banking book (IRRBB) systems for the firm
- Responsible for the real-time and end of day risk and profit & loss (P&L) reporting, and P&L attribution analysis for all treasury trading desks
- Responsible for the day-to-day support of the treasury trading desks, including new reporting, analysis, or any other desk requests
- Excellent quantitative, analytical, modelling, pricing, and risk management skills
- Good programming skills, including C++ and Python experience
- Excellent communication skills, both written and verbal
- Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems
- Experience with funding or banking businesses, interest rate risk management, and fixed income instruments is a plus
- Training and development to help you excel in your career
- Flexible working to assist you balance your personal priorities
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
- We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example, screen readers, assistive hearing devices, adapted keyboards)