Treasury Risk Analyst

Treasury Risk Analyst

NBKI London

London, NBK House on 13 George Street

Enterprise Risk Lead

N/A

• NBKI management and staff
• Treasury, Operations, Finance, and Risk
• NBKI management committees, including:
  • Asset a& Liability Committee (ALCO);
  • Executive management committee (EMC)
  • Group at NBK

External and internal auditors

C – Senior Officer

Supporting the Risk team and delivering on NBKI’s Business Strategy by supporting in delivering effective second-line oversight of all aspects of Treasury activities/risk, including asset and liability management (ALM) & interest rate risk in the banking book (IRRBB), liquidity risk, and foreign exchange risk.

1. Key Responsibilities

1. The incumbent must assist in the following activities:

• Support the embedding of the bank’s risk management framework into its Treasury operations and processes.
• Support adequate management of IRRBB, FX Risk, Liquidity Risk (e.g., LCR, NSFR) and capital management.
• Raise concerns about controls, practices, behaviors, and possible breaches of market risk limits, policies, and guidelines to the Enterprise Risk Lead and to CRO.
• Build mathematical models and analysis of ALM & IRRBB and Liquidity Risk.
• Support the production and delivery of risk-related MI and reports for internal and external stakeholders (including the Board, ALCO, regulators, etc.).
• Increase process efficiency through process automation and use of programming languages
• Provide oversight and validation of Treasury-related Models, spreadsheets/macros, etc. (e.g., Funds Transfer Pricing, cash flow forecasting and liquidity models);
• Provide oversight into the treasury collateral management process.
• Assist in producing key regulatory documents, including the ILAAP, ICAAP, Recovery Plan and RAS.
• Support the implementation of various projects in the bank (e.g., treasury system, loan back office, data management).

1. Qualifications and Experience

1. Qualifications

• University degree (minimum UK 2:1 or equivalent - Masters level qualifications preferred) in a quantitative discipline (e.g., mathematics, finance, accounting, economics, computer science, engineering etc.);

1. Experience

• MS Office suite, including Excel, Word, and PowerPoint.
• Experience in Python (Experience in R or VBA desirable)
• Knowledge and experience of universal banking products.

1. Competencies

             The job holder requires:

• Self-leadership - seek feedback, ask to take on additional responsibilities and look to enhance skill set (seek out learning and development/training courses) for personal development and career progression.
• Able to communicate within the team and across the Bank.
• Strong analytical, quantitative, and problem-solving skills.
• High level of attention to detail.
• Excellent organizational and time management skills; and
• Able to work on own initiative and as part of a team.

1. Key Success Factors:

• St Willingness to learn and take initiative. 
• To have an inquisitive mind and seek out evidence. 
• Maintain documentation to the standard expected by NBKI, audit, and regulators.