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Treasury Risk Manager - Socially Conscious Bank (Hybrid)

West Malling Permanent £65,000 - £80,000 per year View Job Description
This role is a strategic and analytical position, requiring the successful candidate to improve financial models and reporting structures within a smaller yet highly successful bank. The successful candidate will utilise their expertise to drive model validation and risk management strategies in line with regulatory requirements.
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  • Working for a socially conscious bank in the UK
  • Opportunity to make a difference in a small team

About Our Client

Our client is a UK-based bank committed to making a positive impact on people and communities. They provide secure current accounts for everyday banking, instant-access savings for managing surplus reserves, and loans ranging from £150,000 to £10 million. With a purpose-driven approach, they are focused on attracting and nurturing top talent at every level. As a trusted banking partner for charities, they are dedicated to supporting their customers' missions as if they were their own.

Job Description

  • Conduct and model interest rate risk, 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.
  • Support Funds Transfer Pricing (FTP) initiatives and assist with deposit and lending pricing models.
  • Provide insights and analysis to the Asset and Liability Committee (ALCO).
  • Ensure compliance and transparency in Pillar 3 disclosures.
  • Prepare and review ICAAP (Internal Capital Adequacy Assessment Process).
  • Support ILAAP (Internal Liquidity Adequacy Assessment Process) reporting.
  • 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 if you have 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.
  • Knowledge of balance sheet management, income, and capital forecasting.
  • Proficiency in financial modelling and analytical tools.
  • Excellent communication skills, with the ability to engage effectively at all levels.
  • A proactive and solution-oriented mindset with attention to detail.

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.
Contact
Rebecca Scuffam
Quote job ref
JN-112024-6581083
Phone number
+44 207 269 2171

Job summary

Job function
Banking & Financial Services
Subsector
Treasury
Sector
Financial Services
Location
West Malling
Contract type
Permanent
Consultant name
Rebecca Scuffam
Consultant phone
+44 207 269 2171
Job reference
JN-112024-6581083