Financial Risk Manager

JR United Kingdom; City of Edinburgh; On-site; GBP 70,000 - 100,000; Full time

Job summary

Une banque bien établie recherche un Financial Risk Manager pour ses activités de Trésorerie. Ce poste vital consiste à fournir une assurance sur la gestion des risques liés au capital, au marché et à la liquidité, tout en soutenant les processus de planification stratégique et financière dans un environnement dynamique.

Qualifications

• Background solide dans les Risques de Marché et de Liquidité.
• Expérience en tests de stress ICAAP et/ou ILAAP est un atout.

Responsibilities

• Fournir un défi indépendant à la Trésorerie et aux Finances.
• Revoir et challenger les packs ALCO et contribuer aux décisions de la Banque.

Skills

Attention to detail

Risk awareness

Excellent written and presentation skills

Proficiency in Microsoft Excel

Understanding of regulatory guidelines interpretation

Experience influencing senior stakeholders

Tools

ALMIS

Job description

Social network you want to login/join with:

Rev & Regs are seeking a Financial Risk Manager to work for a dynamic and well-established Bank in the City of London.

The Financial Risk Manager role is a key 2nd line for Treasury activities, providing assurance and challenge to the 1st line of defence on the identification, measurement, management and control of capital, market and liquidity risks. You will manage the risk appetite for liquidity, funding, market and capital risk and support the corporate and strategic planning cycle and associated funding plan processes.

Responsibilities:

• Provide independent challenge to Treasury & Finance to ensure the business adheres to Regulatory and internal requirements.
• Recommend triggers and limits and contribute to risk appetite reporting to the Board.
• Review and challenge the ALCO packs and contribute to the Bank’s decisions on ALCO matters.
• Ensure all capital, market & liquidity risks policies and risk management procedures are reviewed, maintained and developed in response to ongoing change in the business and external environment and to meet regulatory standards.
• Provide documented assurance of ICAAP and ILAAP challenge and outcomes, supporting governance of these documents, as well as Internal Audit and supervisory review.
• Attend and contribute to challenge at the Pricing Committee.
• Provide assurance over FTP assumptions and implementation.
• Monthly pipeline assurance and backtesting.
• Ongoing monitoring and challenge of Treasury assumptions (e.g., prepayment, pass through, EIR, etc.).
• Assist the model validation team as a subject matter expert in Treasury model assumptions and outcomes.
• Support the broader Risk and Compliance functions as required.

Experience:

• Understanding of regulatory guidelines interpretation.
• Strong background in Market and Liquidity Risks, including IRRBB measurement approaches.
• Proficiency in Microsoft Excel.
• Experience influencing senior stakeholders.
• Excellent written and presentation skills.
• Attention to detail, rigour, and accuracy.
• Risk awareness demonstrated through curiosity and questioning, with a willingness to instigate change.
• Self-starter with initiative, integrity, and professionalism.
• Experience in ICAAP and/or ILAAP stress testing is advantageous.
• Knowledge of technical and systems skills like ALMIS is beneficial but not essential.