Interest Rate Risk Manager
HybridLondon, England, United Kingdom
London, England, United KingdomHybridFull TimeEnterprise
Full TimeEnterprise
Job Summary
Forecast, quantify, and implement hedging strategies to manage NatWest's net interest rate risk arising from customer activity and the Treasury balance sheet. Explain daily changes in the desk's risk position, forecast product volumes and portfolio runoff, and liaise with business stakeholders to understand balance sheet dynamics and customer product flows. Manage Treasury's spot and forward foreign currency positions, partner with Hedge Accounting to minimize IFRS volatility, and produce analysis for ALM senior management. Work closely with Treasury Markets to ensure hedging reflects wholesale market conditions.
Required Qualifications
- Degree in a relevant subject
- Excellent written and verbal communication skills
- Strong analytical capabilities
- Ability to work effectively with large and complex datasets
- Comfort leveraging modern analytical tools, including large language models and AI-enabled technologies, to enhance productivity and support decision-making
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