Treasury Risk Analyst

Job Purpose:

The role of the Treasury Risk Senior Analyst will be to 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.

Key Responsibilities & Accountabilities:

• Monitoring and reporting on Treasury’s compliance/performance concerning the Treasury Risk Management Framework.
• Enhancing the controls environment/practices (preventative and detective controls);
• To raise concerns about practices, behaviors, and possible breaches of policies and guidelines to the Manager – Treasury Risk, Head of Treasury Risk and/or the CRO.
• 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.

Key Competencies

• 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.

For more information, please contact Marcus Courtney