Remote Senior Treasury Risk Analyst in Derby

Position: Senior Treasury Risk Analyst

Group: NBKI London

Reports To: Enterprise Risk Lead

Direct Reports: None

Internal Relationships: NBKI management and staff, Treasury, Treasury Back Office / Operations, Finance, and Risk, NBKI management committees including Asset and support the Operational Risk function in aspects of their work relating to Treasury functions.

The incumbent must assist in the below activities:

• 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.
• Working collaboratively with Treasury (and other areas of the Bank) to support revenue-generating initiatives within the Bank’s risk appetite.
• Providing 2nd line monitoring and oversight of risk management practices and providing the business with a view as to ‘good practice’.
• Assisting on producing key regulatory documents, including the ILAAP, ICAAP, Recovery Plan and RAS.
• Providing new analytics, tools and insights as and when the demand arises for them.

Day-to-day responsibilities:

• Monitoring and reporting on Treasury’s compliance/performance concerning the Treasury Risk Management Framework.
• Enhancing the controls environment/practices (preventative and detective controls).
• Raising concerns about practices, behaviors, and possible breaches of policies and guidelines to the Manager – Treasury Risk, Head of Treasury Risk and/or the CRO.
• Providing forecasts and unique insights to support Treasury and Risk decision-making.
• Assisting 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.

Qualification: Appropriate formal risk qualification is highly desirable.

Experience:

• 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.
• Good communication skills, and the ability to write and speak on technical issues to a non-technical audience.
• 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.