Risk - Treasury Risk Senior Analyst - AVP

London, Greater London, United Kingdom, United Kingdom
Competitive salary
22 Apr 2021
22 May 2021
Approved employers
Approved employer
Treasury Risk Senior Analyst is part of a small team based in London focusing on Treasury activities. The role ensures robust second line oversight and a consistent implementation of policies & procedures across UK & Western Europe.

In relation to Liquidity Risk
  • Work with Corporate Treasury to complete the annual Liquidity assessments and manage the supporting documentation
  • Coordinate the annual assessments presentation and discuss the reviews with the regional/global teams
  • Review the Liquidity & Funding Plans and the Contingency Funding Plans
  • Participate in the reviews of Liquidity modeling assumptions and New Product proposals
  • Review the Cash Flow projections, Intraday Liquidity and Collateral monitoring for effectiveness of controls
  • Review Treasury Risk reports, exposures, limits and escalate any issues identified

Assessment of Interest Rate Risk
  • Review the Transfer Pricing process, residual risk and New Products proposals
  • Monitor benchmark IRRBB metrics (IRE and EVS)
  • Work in the assessment of Interest Rate Risk

Treasury Risk Controls
  • Coordinate the design, test and update of the regional TRM controls
  • Gather and review the evidences tested
  • Review and update the matrix with the new regulatory requirements, new activities and process improvements

Qualifications :
  • Asset and liability management skills and knowledge of balance sheet composition is a plus.
  • Attention to detail and accuracy are essential.
  • Advanced Microsoft Excel skills.
  • Quick learner with excellent communication skills, team orientation, and ability to work with counterparts in different areas of organization

Education :

Bachelor's/University degree or equivalent experience

Job Family Group:
Risk Management

Job Family:
Treasury Risk

Time Type:

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