Financial Risk Manager

JR United Kingdom; Derby; On-site; GBP 70,000 - 100,000; Full time

Job summary

A well-established Bank in London seeks a Financial Risk Manager to oversee key Treasury activities. The role involves managing liquidity, market, and capital risks while ensuring compliance with regulatory standards. Candidates should demonstrate strong analytical skills and a high proficiency in Microsoft Excel, along with experience influencing senior stakeholders.

Qualifications

• Experience in interpreting regulatory guidelines.
• Strong background in Market and Liquidity Risks.
• High proficiency in Microsoft Excel.

Responsibilities

• Provide independent challenge to Treasury & Finance.
• Review and challenge ALCO packs.
• Ensure risk policies are maintained and reviewed.

Skills

Market Risk

Liquidity Risk

Regulatory Guidelines Interpretation

Stakeholder Influence

Attention to Detail

Presentation Skills

Microsoft Excel

Tools

ALMIS

Job description

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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 risk 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 the governance of these documents, as well as Internal Audit and supervisory review.
• Attend and contribute to challenge at 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 the assumptions and outcomes of Treasury models.
• Provide support to the broader Risk and Compliance function where required.

Experience:

• Experience of interpreting and understanding regulatory guidelines.
• Strong background in Market and Liquidity Risks with experience of IRRBB measurement approaches.
• High proficiency in Microsoft Excel.
• Experience influencing senior stakeholders.
• Excellent written and presentation communication skills.
• Exceptional attention to detail, rigour, and accuracy.
• Portrays risk awareness through curiosity and questioning and is willing to instigate change to enhance standards.
• A self-starter with a high level of initiative, integrity, and professionalism.
• Experience in ICAAP and/or ILAAP stress testing would be an advantage.
• Strong technical and systems skills including ALMIS would be beneficial but not essential.