Treasury/Risk Manager
Key Accountabilities:
Balance sheet risk management
- To review the regular 1st line reporting of the companies balance sheet risks and accuracy of model inputs/outputs
- To challenge the development, reporting and analysis of balance sheet risks ensuring that all risks are monitored and reported in a clear and appropriate manner.
- To assist in the development of strategies and proposals for the continuous management of all balance sheet risks.
- To assist in the preparation and distribution of 2nd line management information packs
Regulatory reporting key controls
- To review the production of relevant Treasury regulatory reports (specifically liquidity returns and key models), ensuring that all submissions are accurate.
- To ensure the timely submission of all treasury regulatory reports and evidence 2nd line challenge under the control framework
- To periodically review and validate the execution of Treasury key controls and reporting under the operational risk framework
- To provide 2nd line oversight and challenge of Treasury counterparty risk models, reporting and limits
Governance
- To draft relevant Treasury Risk governance reports
- Periodic validation of 1st line Treasury MI reporting
- Periodic validation of 1st line Treasury controls reporting
- Deputise for Head of Treasury Risk at relevant governance/forums
- To maintain Treasury Risk procedures and ensure adherence with companies policy requirements
- 2nd review and challenge of Treasury related policies and prudential documents/limits (e.g FRM, ILAA, RRP)
- 2nd line analysis and sensitivity stress testing information for the CRO
Desired Skills Experience
Qualifications, Skills Experience:
- Appropriate treasury and liquidity management experience (3 years working in a similar role/area within Financial Services) ALM/Liquidity/Capital management experience all considered.
- Experience of the UK Prudential supervisory framework and sourcebooks
- Strong analytical skills
- Good knowledge of economics/finance
- MI production and report writing skills
- Strong Excel (ideally modelling) and MS office skills
- High personal and professional standards
- Good attention to detail
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