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Financial Risk Manager

One the UK’s leading retail and corporate challenger bank’s are looking for an independent operator for a new Financial Risk Manager to join their CRO division. You will manage the bank’s risk appetite for liquidity, funding, market and capital risk and support the corporate and strategic planning cycle and associated funding plan processes. This is an exciting opportunity to join the Bank at an interesting time in their growth plan. Their HQ is in the City of London and they offer Hybrid working with flexibility for those that need it

Role Description

  • 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
  • Make sure 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, to support the governance path of these documents, as well as Internal Audit and supervisory review
  • Attend and contribute 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

Role Requirements

  • Experience in ICAAP and/or ILAAP stress testing
  • Experience of interpreting and understanding regulatory guidelines
  • Strong background in Market and Liquidity Risks with experience of IRRBB measurement approaches
  • High level of proficiency in Microsoft Excel
  • Experience influencing senior stakeholders
  • Excellent written and presentation communication skills
  • Strong technical and systems skills including ALMIS would be beneficial but not essential

Application for:

Financial Risk Manager

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