Treasury Risk Senior Manager

London, Greater London, United Kingdom, United Kingdom
Competitive salary
01 May 2021
16 May 2021
Approved employers
Approved employer
Experience level
Treasury Risk Management (TRM) ensures robust second line oversight and a consistent implementation of policies & procedures across UK & Western Europe. Primary responsibilities for this role is to focus on the review and challenge of Interest Rate Risk in the Banking Book (IRRBB) across all UK entities.

  • Review regular Interest Rate Risk (IRR) metrics and compliance with limits.
  • Partner with Corporate and Markets Treasury, understand the ALM strategy and toolkit to maintain compliance with risk appetite.
  • Liaise with reporting team and participate on attestation process.
  • Review the IRR Transfer Pricing proposals, participate in the process and challenge results.
  • Work with Treasury to set appropriate risk appetite levels.
  • Participate in Regional and Global calls and maintain two-way communication.
  • Review New Products proposals and assess the IRR impact.

Treasury Risk Controls:
  • Cooperate on 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

  • 6-10 years of experience with Treasury or Treasury Risk team
  • Expert knowledge of fixed income products and markets
  • Strong knowledge of balance sheet composition and ALM
  • Bachelor's degree in science/engineering/finance degree and Master's degree preferred

Job Family Group:
Risk Management

Job Family:
Treasury Risk

Time Type:

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