JOB PURPOSE :
Support ALM and Treasury activities, with a particular focus on securitisation, liquidity, interest-rate risk and solvency. The role combines technical expertise in structured funding, derivatives and regulatory frameworks with project delivery, innovation and continuous improvement.
RESPONSIBILITIES :
- Monitor securitisation transactions, including Significant Risk Transfer (SRT) deals.
- Monitor derivatives and hedging strategies, including interest rate swaps (IRS) and back-to-back swaps.
- Support regulatory and strategic projects, both internally and at Group level.
- Ensure compliance with applicable regulatory and accounting requirements.
- Manage and optimise liquidity, interest-rate risk (IRR) and solvency topics.
- Liaise with regulators, auditors, investors and rating agencies.
- Contribute to process improvement, innovation and the delivery of cross-functional initiatives.