
Financial Risk Manager
3 weeks ago
About Our Bank
">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
">- 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
">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
">- 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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