ALM Reporting Manager

As a colleague in Lloyds Banking Group, you will play a key role in our journey, helping to shape the financial services of the future. You will have a variety of opportunities to learn, grow and develop, playing your part in our inclusive, values-led culture.

You'll lead the production and delivery of all aspects of Interest Rate Risk in the Banking Book (IRRBB) reporting for the Group. Achieved through insightful, high quality tailored output - to a number of key stakeholders including Asset and Liability Committees and the regulator, you'll be executing control and risk management over all relevant reporting processes.

Delivering all aspects of reporting relating to Interest Rate Risk in the Banking Book for the Group, with an additional focus on Stress testing you'll over -see the implementation of robust processes to support IRRBB objectives.

To be successful you will have a detailed understanding of key Market Risk management techniques including Net Interest Income Sensitivities, Market Value, Basis Risk, and Stress Testing. You will also have a good grasp of Excel functionality/capabilities to proactively review, challenge, streamline existing models or build new modelling capability.

If you have a solid understanding of ALM software tools, such as QRM, used to manage market risk together with experience of Asset and Liability Management and associated techniques such as Funds Transfer Pricing, the funding of the Group's balance sheet and Liquid Assets we would like to hear from you. An awareness of market and industry environment including an in depth knowledge of LBG products and organisation would be an advantage.

We seek those who can establish and build effective relationships with Risk and Finance to support the delivery and manage / minimise operational risks via robust control frameworks underpinning our processes. You'll be encouraged to continuously strive for process improvements to enable time for value adding activity and qualitative review as well as supporting change initiatives to deliver agreed objectives of IRRBB team.

Making you feel valued is important so we offer a highly competitive reward package - based on acting responsibly and demonstrating our values and ethics. In addition to the salary range quoted this role offers an on target discretionary performance related bonus, 4% of your salary paid to you in flex cash, 28 days holiday (plus bank holidays), private medical care, share schemes and contributory pension contributions as well as the option to use your flex cash to pick from a wide range of benefits including childcare vouchers, holiday trading, matched learning fund, dental plan, retail vouchers and a range of discounted financial and protection products.
So, if you have the skills and experience we're looking for and this sounds like you then we'd like to hear from you.