Treasury Credit Risk Manager
Job Description: Part of a 2nd line reporting and analysis function that prepares and delivers in a timely manner the provision of a suite of Treasury related MI reports provided to various Bank forums and committees including ALCo, ERC and BRC as well as input into ICAAP, ILAAP and Pillar 3 reporting
The Client-A well-known bank
This Client does not provide sponsorship.
- Assisting in the delivery of a suite of internal MI reporting covering Treasury credit, liquidity and market risk which assesses exposures vis a vis limits. This would include daily, monthly and quarterly reporting and any ad hoc analysis as required
- Assist in the modelling of market, liquidity and Treasury credit risks that are in line with the Model Risk Policy and Control Standards. This will involve running QRM as the Bank’s main interest rate risk tool as well as the Treasury credit risk stress testing model.
- Assist in the provision regulatory reporting on Treasury credit, liquidity and market risk including FDSF, COREP and various PRA returns.
- Ensure that control failures and breaches of policies within Treasury Risk’s control framework are reviewed and reported to the MI Reporting Manager/Lead Treasury Risk Reporting and Analysis Manager.
- Understanding of the new liquidity reporting requirements
- Knowledge and some experience across many dimensions of Treasury including Treasury credit, liquidity and market risk methodologies
- An understanding and experience of modelling techniques
- Proven presentation skills, both written and verbal.
- Excellent analytical skills
- Proactive and driven individual
- Professional qualification or working towards - ACA, ACT, CFA, CIMA
- In depth system experience including MS Access, excel, SAS, business objects, Bloomberg