Financial Risk Manager

3 weeks ago


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

About Our Bank

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We are a socially conscious bank committed to making a positive impact on people and communities in the UK. Our mission is to provide secure current accounts for everyday banking, instant-access savings for managing surplus reserves, and loans ranging from £150,000 to £10 million. We believe in attracting and nurturing top talent at every level and supporting our customers' missions as if they were our own.

Job Description Summary

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  • Conduct interest rate risk modelling 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.
  • Provide insights and analysis to the Asset and Liability Committee (ALCO).
  • Ensure compliance and transparency in Pillar 3 disclosures.
  • 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.

The Successful Applicant

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This role is ideal for those with experience in Treasury risk/modelling within Banking or Financial Services, or possess transferable skills and a passion for making a positive impact on society.

  • Strong expertise in interest rate risk modelling and shock analysis.
  • Extensive experience with liquidity risk modelling, stress testing, and deposit behaviour analysis.
  • Proven background in Funds Transfer Pricing (FTP), deposit/lending pricing, and Treasury risk management.
  • Solid understanding of relevant Prudential Regulations and compliance requirements.
  • Proficiency in financial modelling and analytical tools.

What's on Offer

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  • An estimated salary range of £70,000 - £80,000 per annum + Pension (total comp).
  • Excellent holiday leave package of 6 weeks per annum.
  • A supportive and collaborative company culture.
  • The opportunity to work in a high-profile role within a socially conscious financial services organisation.
  • Hybrid working with 1-3 days in the office.


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