Senior Treasury Risk Analyst IRRBB ALM Banking

Senior Treasury Risk Analyst – IRRBB – ALM – Banking

Excellent opportunity opens for a Treasury Risk professional to join a growing International Bank's London office. You will play a crucial role in supporting the Treasury Risk Manager in delivering effective second-line oversight of all aspects of Treasury risk, including asset and liability management (ALM) & interest rate risk in the banking book (IRRBB) , liquidity risk, and foreign exchange risk ; and support the Operational Risk function in aspects of their work relating to Treasury functions.

• Supporting the embedding of the bank’s risk management framework into its Treasury operations and processes
• Maintaining a governance and controls framework based on a delineated three lines of defence model.
• Improving controls around treasury and treasury operations and helping to finalise the treasury target operating model.
• Support on adequate management of IRRBB, FX Risk, Liquidity Risk (e.g., LCR, NSFR) and capital management.
• Building mathematical models and analysis of ALM & IRRBB and Liquidity Risk .
• Increase process efficiency through process automation and use of programming languages.
• Assist in improving the quality, timeliness, and accuracy of risk-related MI, which supports strategic decision-making and risk management practices.
• Supporting with the production and delivery of risk-related MI and reports for internal and external stakeholders (including the Board, ALCO, regulators, credit rating agencies, etc.).
• Providing oversight and validation of Treasury related Models, spreadsheets/macros, etc. (e.g., Funds Transfer Pricing, cash flow forecasting and liquidity models);
• Working collaboratively with Treasury (and other areas of the Bank) to support revenue-generating initiatives within the Bank’s risk appetite (including providing 2nd line monitoring and oversight of risk management practices and providing the business with a view as to ‘good practice’); and
• Assist on producing key regulatory documents, including the ILAAP, ICAAP, Recovery Plan and RAS.
• Provide new analytics, tools and insights as and when the demand arises for them. This includes demand from Risk, Treasury and Financial Control.

Qualification & Experience

• University degree (minimum UK 2:1 or equivalent - Masters level qualifications preferred) in a quantitative discipline (e.g., mathematics, accounting, economics, computer science, engineering etc.)
• Appropriate formal risk qualification is highly desirable.
• 3+ years’ experience in risk management (or consultant) or ALM.
• Experience in a banking or financial institution (Risk, Business Portfolio Analysis or Finance), including market risk and/or liquidity risk regulatory calculations and production of management information and reports;
• Broad familiarity with stress-testing (regular and episodic e.g., ILAAP, ICAAP).
• Skilled in the visualisation of data and selecting appropriate chart types to inform management.
• Good communication skills, and the ability to write and speak on technical issues to a non-technical audience.
• Skilled with Microsoft Excel, including creation of spreadsheets. Experience of MS-Access and/or SQL development would be helpful.

Interested? Please Apply!

Treasury Finance Risk Treasury Risk IRRBB ALM asset and liability management interest rate risk in the banking book Financial Services FX Foreign Exchange Liquidity Risk Credit Risk Foreign Exchange Risk IRRM Interest Rate Risk in the Banking Book