Manager – Treasury, Capital Markets / Front Office

Overview

In this front-office role, you will execute and price the bank’s derivatives, FX and investment activities, while sizing liquidity and funding and supporting capital issuance. You’ll build analytics to back decisions, present to ALCO and the CFO, and shape the Treasury’s agenda with a hands-on, execution-focused approach. The role sits in a small senior team, offering broad exposure and room to deepen capabilities across liquidity, risk, and capital management. You’ll work closely with cross-functional teams to drive measurable profitability.

Responsibilities

• Execute and price interest rate swaps, Cross-currency swaps and FX forwards within hedging programme
• Own FX risk position and provide exposure/hedging analysis for ALCO/Board reporting
• Monitor collateral and margin flows under CSA arrangements and support onboarding with new counterparties
• Develop and maintain gilt/HQLA investment programme using relative-value analysis
• Size and roll Treasury bill programme against deployment windows
• Support oversight of externally managed AAA CLO portfolio and quarterly reviews
• Originate and execute capital instrument issuance (Tier 2, AT1) and assist with wholesale funding options
• Lead USD liquidity sizing and execute related cross-currency moves within risk appetite
• Set sizing and collateral strategy for BoE repo facilities; guide team on funding decisions
• Build and maintain Python-based toolkit for pricing, sizing, monitoring and attribution; automate workflows and support Treasury Management System/Bloomberg integration
• Ensure trades are captured and reported per policy; monitor Risk Appetite Limits; prepare front-office inputs for ALCO; support ILAAP/ICAAP/PRA requests

Key requirements

• 3–6 years of front-office treasury, money markets, ALM or markets/rates execution experience
• Bloomberg proficiency for money market, fixed income pricing, curve and relative-value analysis
• Instrument knowledge: swaps (IR and cross-currency), FX forwards, gilts, T-bills, repo, BoE facilities
• Regulatory knowledge: LCR, NSFR, HQLA and capital rules
• Python literacy (pandas, numpy); ability to build/read debugging analytics and be comfortable with AI-assisted development
• Strong communication skills to explain trades, risk and numbers to senior/non-specialist audiences

• fast learner with broad capability
• proactive and ownership-minded
• collaborative and cross-cultural communicator
• Bloomberg pricing and workflow expertise
• Python data tooling (pandas, numpy); AI-assisted development familiarity
• Experience with CSA, margining, SA-CCR

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