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Trainee - Trainee Asset and Liability Management Analyst

London, United Kingdom
Closing date
Apr 7, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Description of the Business Line or Department

The Asset and Liability Management (ALM) department operates within SGIL which offers clearing and execution services to customers. ALM is in charge of managing both liquidity, interest rate and currency risk arising from SGIL activity.

SGIL is a classified as a Limited Investment Firm incorporated in the UK and as such, is regulated by the Financial Conduct Authority.

SGIL does not deal with, or for, Retail Clients (as defined by the 2004/39/EC Directive on markets in financial instruments). SGIL is a Swap Dealer registered with the U.S. Commodity Futures Trading Commission and the National Futures Association.

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Summary of the key purposes of the role

As part SGIL ALM team, you will be in charge of:
  • Supporting the ALM manager for the structural risk management: IRRBB, FX and Liquidity risk.
  • Monitoring of SGIL ALM key metrics, modelling ALM gap and follow liquidity STT.
  • Work on the liquidity risk modelling
  • Work with many teams/functions (ALM, DFin, RISQ) to assess issues, quantify their impact and provide suggestions for remediation
  • Ensure that the policies and procedure are updated on the regular basis

Summary of responsibilities
  • Monitor and report ALM indicators (Gaps, sensitivities, etc...) versus granted limits and propose hedging if necessary
  • Monitor the daily regulatory ratios (ILG, IFPR)
  • Monitor and analyse funding needs and treasury position by supporting ALM team in the daily Sources and Uses report and Liquidity Stress tests if dedicated members of the team who produce the reports are absent;

  • Good understanding of Interest rate and Forex risk
  • Sound numerical ability skills;
  • Analytical skills;
  • VBA and Python

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