Remote Senior Treasury Risk Analyst in Leeds

Reports To: Enterprise Risk Lead

Purpose

Supporting the Risk team and delivering on NBKI's Business Strategy by providing robust second-line oversight of Treasury activities and risks. The role will support the Treasury Risk Manager in delivering effective 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. It will also support Operational Risk functions in areas related to Treasury.

The incumbent will assist in the following activities:

• Embedding the bank's risk management framework into 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.
• Supporting 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.
• Increasing process efficiency through process automation and use of programming languages.
• Assisting in improving the quality, timeliness, and accuracy of risk-related MI to support strategic decision‑making and risk management practices.
• Providing risk-related MI and reports to internal and external stakeholders (Board, ALCO, regulators, credit rating agencies, etc.).
• Providing oversight and validation of Treasury‑related models, spreadsheets/macros (e.g., Funds Transfer Pricing, cash flow forecasting, liquidity models).
• Collaborating with Treasury and other areas of the Bank to support revenue‑generating initiatives within the Bank's risk appetite, including 2nd line monitoring and oversight of risk management practices.
• Assisting in producing key regulatory documents, including ILAAP, ICAAP, Recovery Plan and RAS.
• Providing new analytics, tools, and insights as and when demand arises from Risk, Treasury, and Financial Control.

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, behaviours, 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 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) and raising awareness and acting on the knowledge.

Qualifications & Experience

Qualifications: 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.

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.