ALM Manager

Duties of the ALM Manager:

• Monitoring and production of metrics and proposing necessary action to ensure compliance with internal and regulatory limits.

• Complete the monthly hedge accounting process using the groups TMS.

• Assist with producing ICAAP, ILAAP, stress testing and cashflow modelling.

• Provide oversight approval of daily Treasury dealing pack ensuring complete audit trail for all treasury transactions is documented, and by approving Treasury deals in the Treasury Management System as required.

• Prepare regular and ad-hoc treasury MI reports required for ALCO meetings.

• Assist with maintaining the Society's Policy Statements on Liquidity and Financial Risk Management.

• Undertake maintenance and documentation of the Departmental Procedure Manual and any other relevant manuals as required.

• Liaising with internal and external stakeholders.