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Treasury Analyst


Treasury Analyst

  • Tower 42 London

Business Area: Treasury and Structured Finance

Brief description

An opportunity for a highly analytical individual with an interest in financial services to join an integral function of the Bank. The full-time position requires a driven individual with strong data management and analytical skills capable of leading project work in a regulatory environment and working collaboratively with various areas of the business.

Purpose of the role

The Treasury Analyst will have responsibility for enhancing analytics and reporting on the Bank’s interest rate risk in the banking book (‘IRRBB’) and liquidity exposures. A flexible approach will be required in order to support and lead a wide range of projects in a growing Treasury function.

Duties and responsibilities

  • Drive analytic enhancements to ensure strong control framework and identify opportunities to standardise, automate and develop reporting
  • Analyse IRRBB and implement appropriate hedging ensuring compliance with limits and controls
  • Develop dynamic modelling of the balance sheet to reflect assumed behaviour of assets and liabilities in response to changes in interest rates
  • Work with business areas to improve behavioural analysis and how it impacts the measurement of IRRBB and liquidity exposure.
  • Keep up to date with IRRBB related regulatory changes helping to develop risk appetite and implement the market risk limit framework
  • Perform and enhance scenario analysis and stress testing, providing input for key regulatory processes including the ICAAP and the ILAAP
  • Investigate and explain variances in metrics
  • Assist with the preparation of various treasury risk management and ALCO reports
  • Support the completion of treasury related regulatory reporting returns ensuring integrity of data and enhancing efficient solutions
  • Provide input into product pricing and funds transfer pricing
  • Lead projects as required and provide cover for the Treasury Manager


  • Highly analytical with effective communication and interpersonal skills
  • Advanced knowledge of Microsoft Excel is essential
  • High level of accuracy in all matters with ability to deliver under pressure
  • Ability to assess, understand and communicate complex financial information
  • Embody a team ethic and a willingness to take responsibility for delegated tasks and associated outcomes

Qualifications and experience

A strong degree in a quantitative field and previous experience in an analytical role utilising VBA. Experience of Power BI and SQL advantageous.

Working hours

37.5 hours per week, Monday to Friday, 8.30am to 5.00pm (one hour for lunch).


Relevant training will be provided.

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Paragon Banking Group PLC.  Registered in England number 2336032.  Registered office 51 Homer Road, Solihull, West Midlands  B91 3QJ.