Financial Risk Manager

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

Job summary

A dynamic and well-established Bank in the City of London is seeking a Financial Risk Manager. The role focuses on managing capital, market, and liquidity risks while ensuring adherence to regulatory standards. The successful candidate will have experience in risk challenges, significant stakeholder influence, and a strong analytical background.

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 maintain risk management policies.
• Support ICAAP and ILAAP governance.

Skills

Interpreting regulatory guidelines

Market and Liquidity Risks

Microsoft Excel

Influencing senior stakeholders

Communication skills

Attention to detail

Initiative and integrity

Technical skills

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 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 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 Treasury models' assumptions and outcomes.
• Support the broader Risk and Compliance functions where required.

Experience:

• Experience 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.
• Demonstrates risk awareness through curiosity and questioning, and willingness to instigate change to enhance standards.
• A self-starter with high initiative, integrity, and professionalism.
• Experience in ICAAP and/or ILAAP stress testing is advantageous.
• Strong technical and systems skills, including ALMIS, are beneficial but not essential.