Key skills
Risk Management
About this role
Role Overview
- Provide robust second-line challenge and oversight of liquidity, funding, capital management and interest rate risk in the banking book (IRRBB).
- Review and challenge Treasury risk appetite metrics, limit monitoring, stress testing outputs and compliance with internal risk policies.
- Lead the development, enhancement and execution of the Bank’s stress testing framework, including macroeconomic and idiosyncratic scenario design aligned to PRA and Bank of England expectations.
- Analyse stress testing results to identify emerging vulnerabilities and recommend mitigating management actions.
- Develop and enhance risk MI, dashboards and reporting packs for Executive and Board Risk Committees.
- Work with Finance, Treasury and Data teams to improve data quality, modeling integrity and reporting efficiency.
- Adhere to all company policies and procedures, including risk management responsibilities set out in the Risk Management Policy.
- Comply with all financial crime, compliance and regulatory policies, procedures and reporting obligations applicable to the role.
Requirements
- 10+ years experience within Risk, Treasury, Finance or a quantitative role in a UK regulated financial institution, ideally within a small to medium-sized bank.
- Strong knowledge of stress testing frameworks, scenario design and financial modeling methodologies.
- Solid understanding of liquidity risk, capital management, IRRBB and broader prudential risk frameworks, including credit, operational and climate risk.
- Experience reviewing and providing challenges on ICAAP, ILAAP, Recovery Plans and related regulatory documentation.
- Strong analytical and numerical capability, with the ability to interpret complex financial risk information and models.
- Proficiency in data analysis and reporting tools, with experience producing clear and insightful management information.
Benefits
- Competitive Time Off – Generous annual leave plus bank holidays to rest, recharge, and enjoy life outside of work.
- Work From Anywhere – Up to 4 weeks per year to work remotely from anywhere in the world.
- Learning & Development – Tailored training and support to grow your skills and achieve your professional goals.
- Hybrid Working – To support your work-life balance, we offer a hybrid working model with 3 days in the office and 2 days remote.
- Private Medical Care with Vitality – Comprehensive healthcare including optical and dental coverage to keep you healthy.
- Enhanced Pension Scheme – Helping you plan and save for a secure future.
- Maternity, Paternity & Adoption Pay – Supporting you and your family during important life moments.
- Discretionary Company Bonus – Rewarding your contribution to our shared success.