Interest Rate Risk Modeller

7 days ago


West Malling, Kent, United Kingdom Michael Page (UK) Full time
Job Description

We are seeking an experienced Treasury Risk Management professional to lead our team. Key responsibilities include:

  • Conducting and modelling interest rate risk, with a focus on IRRBB (Interest Rate Risk in the Banking Book).
  • Leading liquidity and market risk modelling, including stress testing within Treasury.
  • Overseeing risk management, monitoring, and modelling for the Treasury portfolio, including market risk exposure.
  • Providing insights and analysis to the Asset and Liability Committee (ALCO).
  • Ensuring compliance and transparency in Pillar 3 disclosures.
  • Contributing to Recovery Plan development, focusing on risk mitigation and resilience.
  • Serving as a Treasury risk management resource across regulatory, market risk, and internal governance processes.

A strong understanding of relevant Prudential Regulations and compliance requirements is essential for this role.



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