Your role
As Treasury Manager, you will manage the bank’s interest rate risk (IRRBB) and liquidity risk through effective capital management, funding strategies, and asset‑liability management (ALM). The team ensures optimal cash flow, robust liquidity management, and alignment with Group Corporate Treasury (GCT) standards in London.
As an IRRBB Reporting Specialist, you will lead end‑to‑end IRRBB reporting and regulatory compliance, delivering accurate and timely risk reports for internal governance and external regulators (EBA/ECB). You’ll act as the primary contact for audits, supervisory reviews, and coordinate with Group Treasury on SLAs and reporting frameworks.
A Day in the Life of a Treasury Manager
09:00 – Market & Regulatory Updates
Review market trends, regulatory news, and respond to queries from Group Treasury or auditors.
09:30 – IRRBB Regulatory Reporting
Prepare and validate reports for EBA/ECB and internal governance bodies, ensuring compliance and data accuracy.
11:00 – ALCO Pack Preparation
Compile key metrics for the Asset & Liability Committee, highlighting risk exposures and breaches.
13:00 – Stakeholder Collaboration
Align with Group Treasury on SLAs and reporting standards; sync with Risk Management for consistency.
14:30 – Audit & Compliance
Handle audit queries, provide documentation, and review control processes for strong governance.
16:00 – Analysis & Process Improvement
Analyse IRRBB metrics, propose hedging enhancements, and automate reporting using SQL/Python.
17:30 – Wrap‑Up
Update project notes for initiatives like Treasury DataMart and plan next steps.
Which team will you be joining?
Join a dynamic, cross‑border team of Treasury and ALM professionals based in NL & DE. We combine diverse expertise to tackle complex market risk and liquidity challenges, continuously improving processes and driving innovation. If you thrive in a fast‑paced banking environment, this is your opportunity.
Key Accountabilities
IRRBB Reporting & Compliance
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Prepare and validate IRRBB regulatory reports (EBA/ECB templates) and ALCO packs.
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Ensure timely, accurate reporting and full regulatory compliance.
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Act as primary contact for audits and supervisory reviews.
Stakeholder Management
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Align with Group Treasury on governance and reporting standards.
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Collaborate with Risk Management for consistent risk measurement.
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Respond to audit and regulatory queries with clear documentation.
Risk Management & Process Ownership
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Manage IRRBB risk portfolios and ensure compliance.
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Support hedging strategy development and ALCO reporting.
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Review ALM assumptions and enhance reporting processes.
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Maintain strong stakeholder relationships and monitor macroeconomic impacts.
Project Management
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Drive change projects and business initiatives.
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Support implementation of Treasury Management System (Treasury DataMart).
Key Capabilities
Essential
- 4+ years in Treasury, Market Risk, or ALM, with IRRBB focus.
- Degree in Finance, Economics, Mathematics, or related field.
- Strong knowledge of IRRBB concepts, EBA/ECB regulations, and risk methodologies.
- Proven experience producing regulatory reports and ALCO packs.
- Excellent communication skills for technical and non‑technical audiences.
- Strong analytical and quantitative skills.
- Experience handling audits and regulatory queries.
Desirable
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Familiarity with EU and German banking regulations (EBA, MaRisk).
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Proficiency in SQL and Python for data analysis and automation.
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Experience with large datasets and reporting automation.
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Skills in financial management, controlling, and data‑driven analysis.
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Prior experience in market and liquidity risk management.
Some highlights of our benefits for you!
- 13th month salary, either paid monthly or once a year in December
- 30 days PTO (or 240 hours) per year (based on fulltime employment)
- Non-contributory pension scheme
- Flexible working; you can schedule your work hours to meet your personal needs
Your recruitment process
Apply
Apply to our vacancies by sending your CV and motivation letter to stanley.waccary@lloydsbank.nl, or use the application form on our website. After receiving your application, we'll review it and share a reply as soon as possible.
Introductory call via Teams
After you have submitted your application, our recruiter Stanley Waccary will reach out to you to plan a short introductory chat via Teams.
The first interview
Your first chat with us will take place either online or at our Amsterdam office. The goal of this chat is get to know each other, and see if there's a match with the team, the organisation and the open position.
The second interview
We're excited to have you meet additional collagues. The chat will take place either online or at our Amsterdam office, during which we'll dive deeper into the requirements of the position and the team you'll be joining.
The offer
Congratulations! We're happy to have you as our newest addition to the team. Do you feel the same way? Then you'll receive our offer by email. For most roles, a screening is part of the process. This will take place after accepting the offer.
About Lloyds Bank
Lloyds Bank GmbH is part of Lloyds Banking Group, a financial institution with a large clientele in the UK and other parts of the world. Together with our office in Berlin, we form Lloyds Bank GmbH with its headquarters in Amsterdam and we have over 500 colleagues.
We aim to lead by example in the bold decisions we make as a business, from where and how we invest, to the products and services we offer, and of course the workplace we create. We will search for new ways to work with people, communities and businesses, to always evolve with their needs. And we will never stop innovating to make sustainable, ethical choices easy and rewarding.
At Lloyds Bank GmbH we play an important part in peoples’ lives, by the products we offer, and also how we operate. We finance your mortgage, keep your savings secure and also provide you with a personal loan if you need this. In Amsterdam we do this with an enthusiastic team of approximately 200 colleagues from different nationalities, and with an engagement score of 93%, colleagues find us a real ‘Great Place to Work’!
With our grand ambitions, we are looking for new colleagues who will bring fresh ideas to help us grow!
Are you ready to join our journey?
Have we made you curious, and are you ready to join the team? Please introduce yourself to us in the best way possible and send this to: stanley.waccary@lloydsbank.nl, or use the application form on our website. A screening is part of the process.
We hope to meet you soon!
Acquisition to this vacancy is not appreciated.