Great opportunity for an experienced Risk Manager to join a new Prudential and Financial Risk Assurance team to drive business engagement within financial and prudential risk requirements.
The role of the Treasury Risk Manager will be to support the head of this team in delivering effective second-line oversight of all aspects of Treasury risk.
Key responsibilities and accountabilities
· Supporting the embedding of the bank’s risk management framework into Treasury operations and processes
· Defining the measurement and management of key Treasury Risks, in particular ALM & IRRBB and Liquidity Risk
· Managing regular production of and insight from Treasury risk MI for bodies including ALCO and Balance Sheet Management Forum
· Providing subject matter expertise to guide the Risk Analytics team in their modelling and analysis of ALM & IRRBB and Liquidity Risk
· Driving Treasury engagement in risk-related processes such as stress testing or balance sheet forecasting
· Representing the Risk Function in development and maintenance of Policies, Standards, and SOPs relating to Treasury, either owning the material or providing review and challenge as appropriate
· Leading the Bank’s ILAAP annually, ensuring that it reflects regulatory requirements and market best practices.
· Providing Treasury-risk-related input to the ICAAP and Recovery Plan
· There is a need for this person to hit the ground running with solid experience (5 to 7 years) in Treasury Risk management, a strong conceptual understanding of ALM & IRRBB and Liquidity Risk, and good knowledge of banking products and of best practice around associated processes
· Track record of risk change delivery in a financial services environment is desirable as will be working in a change driven environment
· Deep understanding of 2nd line of defence enterprise risk frameworks
· Solid experience with ILAAP process and documentation, stress testing, and recovery planning, stress testing programs