- This is a new permanent position with a leading international bank
- My client is looking for someone with ALM and regulatory reporting experience
About Our Client
My client is an international bank. This role is based in the City of London.
The Treasury Risk Manager will:
- Understand and contribute to the development of appropriate liquidity management frameworks and policies
- Manage the monthly production of London Branch's liquidity, credit risk and capital adequacy returns.
- Use knowledge of regulatory reporting frameworks to review, analyse and interrogate regulatory returns;
- Validate standardised and more complex financial and risk data aggregation processes in the process of return production;
- Cross-reference and validate interlinked financial, liquidity and capital risk type data in the regulatory return review and validation process;
- Write reports detailing movements in the London Branch regulatory financial resource position
- Work with Group Treasury Quantitative and Risk Management teams to specify and develop useful tools and reporting of Asset-Liability Management risk types for use in measuring and forecasting capital and liquidity requirements in line with applicable frameworks and policies.
- Proactively identify structural opportunities to enhance and/or optimise the liquidity position of the Branch within liquidity coverage ratio (LCR), net stable funding ratio (NSFR), high quality liquid asset (HQLA) and other limit constraints
- Provide key capital and funding analyses in financial budgets, ICAAP models, stress scenarios and what-if analyses if and as required.
- Build and maintain a basic knowledge of securitisation and other off-balance sheet funding structures
- Assist in the production of ALCCO on a periodic basis reviewing and analysing the London Branch ALM position
The Successful Applicant
The successful Treasury Risk Manager will have:
- A bachelor's degree in Mathematics, Engineering, Finance, Accounting, Computer Studies or Computer Science
- Financial skills accreditation including GAAP Financial Risk Manager (FRM) and/or Chartered Financial Analyst (CFA) desirable
- Strong Excel and PowerBI skills
- At least five years' experience in a wholesale financial services environment
- Treasury experience and familiarity with liquidity and capital management frameworks, principles and policies required
- Experience and a high degree of familiarity with the UK prudential regulatory environment on matters of capital, funding, liquidity and intergroup/intragroup resource and limit management desirable
What's on Offer
This is a permanent role based in London. My client will offer a competitive salary (based on level of experience) and strong bonus and benefits.