Asset and Liability Management Risk Manager - Financial Risk Management

Job description

Job Title: Asset and Liability Management Risk Manager - Financial Risk Management Location: CityScape What you'll do: The Market Risk Team within Financial Risk Management (FRM) oversees risk taking activities of Treasury focusing specifically on Interest Rate Risk. The team facilitates effective use of risk appetite to monitor and assess risk-taking activities. The group also plays a key role in keeping senior management appraised of the Company’s market risk profile. This is achieved by using risk measures, proactive application of expert judgement, and limit setting. Activities are centered on risk management and analysis, transparency and escalation of risk, supervision, and overall process improvement. You'll provide independent risk oversight, challenge, and assessment of interest rate risk exposure with a strong emphasis on quantitative analysis, use of management judgement, and data validation using quantitative techniques Review scenario design, model configurations, and results produced in the Quantitative Risk Management tool (QRM) (e.g., Economic Value of Equity/Earnings at Risk, forecast runs, Funds Transfer Pricing linkages); independently replicate or sensitivity‑te...