* Working for a socially conscious bank in the UK
* Opportunity to make a difference in a small team
About Our Client
Our client is a UK-based bank committed to making a positive impact on people and communities. They provide secure current accounts for everyday banking, instant-access savings for managing surplus reserves, and loans ranging from £150,000 to £10 million. With a purpose-driven approach, they are focused on attracting and nurturing top talent at every level. As a trusted banking partner for charities, they are dedicated to supporting their customers' missions as if they were their own.
Job Description
* Conduct and model interest rate risk, with a focus on IRRBB (Interest Rate Risk in the Banking Book).
* Lead liquidity and market risk modelling, including stress testing within Treasury.
* Oversee risk management, monitoring, and modelling for the Treasury portfolio, including market risk exposure.
* Support Funds Transfer Pricing (FTP) initiatives and assist with deposit and lending pricing models.
* Provide insights and analysis to the Asset and Liability Committee (ALCO).
* Ensure compliance and transparency in Pillar 3 disclosures.
* Prepare and review ICAAP (Internal Capital Adequacy Assessment Process).
* Support ILAAP (Internal Liquidity Adequacy Assessment Process) reporting.
* Contribute to Recovery Plan development, focusing on risk mitigation and resilience.
* Serve as a Treasury risk management resource across regulatory, market risk, and internal governance processes.
The Successful Applicant
This role is ideal if you have experience in Treasury risk/modelling within Banking or Financial Services, or possess transferable skills and a passion for making a positive impact on society.
* Strong expertise in interest rate risk modelling and shock analysis.
* Extensive experience with liquidity risk modelling, stress testing, and deposit behaviour analysis.
* Proven background in Funds Transfer Pricing (FTP), deposit/lending pricing, and Treasury risk management.
* Solid understanding of relevant Prudential Regulations and compliance requirements.
* Knowledge of balance sheet management, income, and capital forecasting.
* Proficiency in financial modelling and analytical tools.
* Excellent communication skills, with the ability to engage effectively at all levels.
* A proactive and solution-oriented mindset with attention to detail.
What's on Offer
* An estimated salary range of £70,000 - £80,000 per annum + Pension (total comp).
* Excellent holiday leave package of 6 weeks per annum
* A supportive and collaborative company culture.
* The opportunity to work in a high-profile role within a socially conscious financial services organisation.
* Hybrid working with 1-3 days in the office.
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