This position is no longer open for applications

Treasury Risk Manager - Socially Conscious Bank (Hybrid)

Treasury Risk Manager - Socially Conscious Bank (Hybrid) (JN -112024-6581083) West Malling, England

Salary: GBP65000 - GBP80000 per annum + 6 Weeks annual leave
  • Conduct and model interest rate risk, with a focus on IRRBB (Interest Rate Risk in the Banking Book).
  • Lead liquidity and market risk modelling, including stress testing within Treasury.
  • Oversee risk management, monitoring, and modelling for the Treasury portfolio, including market risk exposure.
  • Support Funds Transfer Pricing (FTP) initiatives and assist with deposit and lending pricing models.
  • Provide insights and analysis to the Asset and Liability Committee (ALCO).
  • Ensure compliance and transparency in Pillar 3 disclosures.
  • Prepare and review ICAAP (Internal Capital Adequacy Assessment Process).
  • Support ILAAP (Internal Liquidity Adequacy Assessment Process) reporting.
  • Contribute to Recovery Plan development, focusing on risk mitigation and resilience.
  • Serve as a Treasury risk management resource across regulatory, market risk, and internal governance processes.