Treasury Risk Manager
This is an exciting new role within a fast growing challenger bank
This person will ensure the risks within Treasury are measured and managed
About Our Client
My client is a challenger bank. This role is based in the City of London.
The Treasury Risk Manager will be responsible for:
- P&L reporting, Risk positions and Limits.
- Reviewing the current risk management policies, procedures and models adopted by the firm and implement enhancements on them.
- Liaise with the Executive, ALCO, Treasury team and both the second and third lines of defence.
- Represent Treasury in the key Risk working groups in the bank
- The development and justification for behavioural balance sheet assumptions used in the analysis of the Banking Book that impact the management of Market and Liquidity Risk.
- Stress scenario development discussion
- Develop tools to better measure and manage market risk issues and limits that could affect the portfolio.
- Create presentations designed to articulate key risks to senior management.
- Supervise junior personnel within the department.
- Daily monitoring, analysis and reporting of company-wide risk measures with a view to executing risk mitigation strategies.
The Successful Applicant
The successful candidate will have market, liquidity, credit, and/or interest rate risk experience within Financial Services. They will also be strong communicator with some modelling experience in Matlab, Python, C++ and/or R.
What's on Offer
This is a permanent role based in the City of London.