Finance Risk Manager - Empirical Search

Role Description

• Provide independent challenge to Treasury & Finance to ensure the business adheres to Regulatory and internal requirements
• Recommend triggers and limits and contribute to risk appetite reporting to the Board
• Review and challenge the ALCO packs, and contribute to the Bank’s decisions on ALCO matters
• Make sure all capital, market & liquidity risks policies and risk management procedures are reviewed, maintained and developed in response to ongoing change in the business and external environment and to meet regulatory standards
• Provide documented assurance of ICAAP and ILAAP challenge and outcomes, to support the governance path of these documents, as well as Internal Audit and supervisory review
• Attend and contribute challenge at Pricing Committee
• Provide assurance over FTP assumptions and implementation
• Monthly pipeline assurance and backtesting
• Ongoing monitoring and challenge of Treasury assumptions (e.g. prepayment, pass through, EIR etc)
• Assist the model validation team as a subject matter expert in the assumptions and outcomes of Treasury models

Role Requirements

• Experience in ICAAP and/or ILAAP stress testing
• Experience of interpreting and understanding regulatory guidelines
• Strong background in Market and Liquidity Risks with experience of IRRBB measurement approaches
• High level of proficiency in Microsoft Excel
• Experience influencing senior stakeholders
• Excellent written and presentation communication skills
• Strong technical and systems skills including ALMIS would be beneficial but not essential