We are currently working with a Kent based Financial Services business who are looking to recruit a Corporate Treasury Modeller in a newly created role. 

You will be responsible for financial analysis and forecasting in relation to interest rate risk, liquidity risk and Treasury Portfolio management. Key duties will include:

- Interest Rate Risk in the banking book modelling (IRRBB)
- Liquidity risk modelling
- Issuer risk management in the bond portfolio
- Deposit and lending pricing / modelling
- Funds Transfer Pricing
- Regulatory returns for IRRBB, Liquidity Risk and Issuer risk/bond positions
- Understanding of balance sheet, income and capital forecasting
- Support for Asset & Liability Committee (ALCO) and production of annual Pillar3, ILAAP and Recovery Plan
- Management of Treasury audit points and remediation

This is a great opportunity to join a employee focused organisation. The successful candidate will possess previous experience of interest rate and liquidity risk modelling/reporting. 

Unfortunately, due to the high number of applications currently being received, only shortlisted candidates will be contacted.