Strong programming proficiency in python and/or vba
Experience with derivative product valuation methodologies
Knowledge of market risk, ccr, and model risk frameworks
This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function
Job Summary
This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function.
You’ll develop and deliver a suite of risk metrics to effectively capture funding and liquidity risk while assessing and reporting on Treasury risk for internal and regulatory purposes.
You will manage engagement with central Risk functions, keep up to date with regulatory changes, and work in partnership with team members to provide analysis and commentary to stakeholders.
Matching Summary
This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function.
Skills & Requirements
Must-have
Strong programming proficiency in Python and/or VBA
Experience with derivative product valuation methodologies
Knowledge of Market Risk, CCR, and Model Risk frameworks
Risk mitigation and compliance management
Leadership and team management skills
Cross-functional project delivery experience
Nice-to-have
Actuarial science knowledge
Strong systems knowledge
Ability to build strong stakeholder relationships
Understanding of stress testing and ICAAP
Key Requirements
Financial or risk qualification such as CFA, FIA, or FRM
Degree in numerate subject with financial mathematics knowledge
Relevant financial experience in risk or finance function