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 (including providing 2nd line monitoring and oversight of risk management practices and providing the business with a view as to ‘good practice’); and Assist on producing key regulatory documents, including the ILAAP, ICAAP, Recovery Plan and RAS. Provide new analytics, tools and insights as and when the demand arises for them. This includes demand 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); 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. Qualification Appropriate formal risk qualification is highly desirable. (2) 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
Read Less
