Senior Treasury Risk Analyst
City of London
Permanent
£65,000


cer Financial are working alongside an international bank who are based in the City of London. They are seeking a Senior Treasury Risk Analyst who work with them on a permanent basis.


The responsibilities of the Senior Treasury Risk Analyst will include:


*Supporting the Risk team and delivering on the banks Business Strategy by supporting the provision of a robust second line of defence (oversight, review, and challenge) of Treasury activities/risks.
*Support the Treasury Risk Manager in delivering effective second-line oversight of all aspects of Treasury risk, including asset and liability management (ALM) & interest rate risk in the banking book (IRRBB), liquidity risk, and foreign exchange risk; and support the Operational Risk function in aspects of their work relating to Treasury functions.
*Supporting the embedding of the bank’s risk management framework into its Treasury operations and processes.
*Maintaining a governance and controls framework based on a delineated three lines of defense model.
*Improving controls around treasury and treasury operations and helping to finalise the treasury target operating model.
*Support on adequate management of IRRBB, FX Risk, Liquidity Risk (e.g., LCR, NSFR) and capital management.
*Building mathematical models and analysis of ALM & IRRBB and Liquidity Risk.
*Increase process efficiency through process automation and use of programming languages.
*Supporting with the production and delivery of risk-related MI and reports
*Providing oversight and validation of Treasury related Models, spreadsheets/macros, etc. (e.g., Funds Transfer Pricing, cash flow forecasting and liquidity models).
*Working collaboratively with Treasury (and other areas of the Bank) to support revenue-generating initiatives within the Bank’s risk appetite (including providing 2nd line monitoring and oversight of risk management practices and providing the business with a view as to ’good practice’).
*Assist on producing key regulatory documents, including the ILAAP, ICAAP, Recovery Plan and RAS.
*Monitoring and reporting on Treasury’s compliance/performance concerning the Treasury Risk Management Framework.
*Enhancing the controls environment/practices (preventative and detective controls).
*Provide forecasts and unique insights to support Treasury and Risk decision- making.
*Assist in developing the tools and measures to ensure the bank has meaningful insights into its Interest Rate Risk, Liquidity, Capital and regulatory positions.
*Creating and maintaining risk registers/logs and overseeing the closure of open action points.
*Updating the department on domestic and international developments and events that could impact Treasury-related practices (e.g., Banking Committee of Banking Supervision good practice guidelines, etc.) and raising awareness and act on the knowledge.


The successful candidate will have:


*University degree (minimum UK 2:1 or equivalent - Masters level qualifications preferred) in a quantitative discipline (e.g., mathematics, accounting, economics, computer science, engineering etc.);
*Appropriate formal risk qualification is highly desirable.
*Intermediate level post-graduate with 5 years’ experience in risk management (or consultant) or ALM
*Experience in a banking or financial institution (Risk, Business Portfolio Analysis or Finance), including market risk and/or liquidity risk regulatory calculations and production of management information and reports;
*Good appreciation of interest rate risk and liquidity risk modelling.
*Broad familiarity with stress-testing (regular and episodic e.g., ILAAP, ICAAP).
*Familiarity with the operations of prudential risk management.
*Skilled in the visualisation of data and selecting appropriate chart types to inform management
*Knowledge of statistical and mathematical concepts such as Monte-Carlo and time series models.
*Skilled with Microsoft Excel, including creation of spreadsheets. Experience of MS-Access and/or SQL development would be helpful.
*Risk data quality and management
*Exposure to "R" and "Python" for coding