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My client is an established Financial Services firm based in Leeds.
The Senior ALM Analyst will be responsible for:
Developing and adapting existing processes to ensure the accuracy and timely submission of Market Risk regulatory returns in response to the firm's evolving Balance Sheet and changes to regulatory reporting requirements.
Development of the firm's ALM software QRM
Develop the quality and forward looking nature of Market Risk exposure calculations and reporting
Ensure timely and accurate reporting of the firm's Market and Balance Sheet Risk positions and exposures (e.g. Economic Value including Interest Rate Gap, EV and EVE; Earnings including NII and EaR; Basis Risk, Foreign Currency risks and Optionality risks); and to be able to explain the reasons for movements in such exposures
Timely and accurate production and development of ALM Market Risk regulatory returns (PRA Gap - FSA017, PRA Basis Risk, COREP Foreign Currency).
The successful candidate will have the following:
Several years' experience managing a Market Risk team in a Financial Services environment; and / or must be able to evidence a detailed knowledge of QRM software including how QRM can be best used to provide current and future Market Risk exposure calculations, produce relevant reports and also produce MI to assist users with being able to explain key movements in Market Risk exposures.
Ability to communicate at all levels with senior internal and external stakeholders
Highly numerate with extensive financial modelling skills.
Excellent analytical skills and a strong attention to detail.
High level of knowledge of Microsoft Excel.
Ability to manage and analyse large sets of financial data.
The Senior ALM Analyst position is a permanent role paying £48,000-52,000 basic salary dependent on experience. This role is based in Leeds.