Chief Risk Management Officer

2 months ago


London, Greater London, United Kingdom Gresham Hunt Full time

As a key member of the Gresham Hunt team, you will be responsible for ensuring the Group Structural FX policy and its supporting frameworks are consistently reviewed and maintained.

  • This includes developing them in collaboration with Group Treasury and Regional Treasury Risk teams, ensuring alignment with corporate standards approved by the Board and ALCO.
  • You will scrutinize and assess both Group and subsidiary hedging strategies to verify that trade-offs are effectively measured through risk and performance metrics.
  • Evaluate and question the Group Structural FX hedging strategy, including related FX limits and other risk metrics proposed by the business, to facilitate risk approval.
  • Analyze capital ratio sensitivity, SFX exposures, and RWA linked to SFX risk, both currently and in future projections.
  • Examine the Group's Internal Capital Adequacy Assessment concerning SFX risk.
  • Take part in governance meetings related to capital and SFX, ensuring that feedback from the second line of risk is promptly and effectively shared, documented, and acted upon.
  • Stay informed about regulations pertinent to SFX management, including those issued by the Bank of England/PRA, HKMA, and other relevant regulatory bodies.

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