This position is a key part of the Risk Framework and Organisational structure and will oversee the Market and Liquidity Risk policy, modelling and scenario analysis.
The successful candidate will be responsible for:
- Reviewing liquidity and interest rate risk implications of asset and liability pricing strategies.
- Taking responsibility for developing and clearly defining the organisation's market and liquidity risk framework.
- Overseeing policy, modelling and scenario analysis surrounding market and liquidity risk.
- The development of stress testing for liquidity and market risk management.
- Interpretation of the possible consequences of macro-economic events and horizon analysis.
- Designing reports, models and calculation methodologies to value the optionality of various strategies.
- On-going review of market and liquidity and market risk governance and policies.
- Reporting on balance sheet sensitivity to structured finance funding strategies, hedging strategies and derivative products.
- Fostering a strong comprehension of interest rate risk and assist the Chief Risk Officer in setting limits around this.
- Developing solid working relationships with Finance, Treasury and Savings functions.
The successful candidate will have the following:
- An excellent understanding of Market and Liquidity Risk and the frameworks surrounding these.
- Strong leadership, influencing and networking capabilities
- Familiarity of working in a similar role within a regulated environment.
- Knowledge of the principles covering Treating Customers Fairly (TCF).
- Firm appreciation for the macro-economic and cyclical drivers for UK interest rates.
- Well organised, adaptable, effective in time management and the ability to work effectively under pressure.
- Hold a degree in mathematics, science or an economics based subjects
- Clean or near clean driving licence
- Professional qualification such as CFA or FRM.
- Experience with fixed income, treasury or capital markets
- Basel II / III experience
If you have the required skills and experience for this Market Risk Manager role then please submit your CV for consideration.