Treasury Risk Manager – Executive Director

Investment Bank, London
Reference: A/12270

The Market Risk team is responsible for providing independent oversight of the firm’s trading activities based on quantitative and qualitative analysis of all material positions and the current market environment.

This is a Market Risk Manager role, providing 2nd line oversight of the EMEA Treasury function from within the EMEA Risk Management team.

This is a Market Risk Manager role, providing 2nd line oversight of the EMEA Treasury function from within the EMEA Risk Management team.

Responsibilities include:

  • Enhance Risk Management of market risks managed by the treasury desk.
  • Build on existing Interest Rate Risk in the Banking Book stress tests to enhance governance & oversight.
  • Work with Liquidity Risk Management to ensure 2nd line reviews of Treasury desk are consistent in approach and concentrations/correlations are clearly identified.
  • Identify and implement potential improvements in the Risk Framework for 2nd line management of the treasury desk and wider banking book. Ensure policies and procedures are in line with best practice.
  • Represent Market Risk function in ILAAP committee.

Essential

  • 7+ years of experience working for a financial services firm preferably in market or liquidity risk management or as part of a treasury function.
  • Degree in Applied Mathematics, Financial Mathematics, or related quantitative field
  • Knowledge of market and liquidity risk management methodologies
  • Working knowledge of regulatory expectation and street wide best practice with regards to 2nd line management of Treasury desks

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