Job Responsibilities
* Complete assigned stress testing and identify constraints and risks to Business plans and taking mitigating actions by proposing changes to the CRCO over related risk appetites.
* Produce daily, monthly and quarterly reporting as assigned by the CRCO to Executive Management and the Board Risk & Compliance Committee on relevant risk appetite metrics and adherence to risk limits/policies.
* Complete the daily Marked to Market report for Senior Management.
* Complete daily Treasury trade monitoring and ensure adherence to related mandates.
* Be the point of contact for the Bank for stress scenarios and modelling, market risk issues and providing independent oversight and guidance to the Treasury function to ensure the Bank’s relevant risk appetite is understood and complied with.
* Contribute to the design and implementation of scenario analytics/models and benchmarking for the purposes of ILAAP, ICAAP and RRP as required by the CRCO and the relevant lead departments.
* Assist the CRCO in embedding a culture of strong risk management throughout the business by actively cultivating and maintaining stakeholder relationships and providing advice on risk management issues.
Experience, Competencies and Skills
* Previous experience in either a Treasury function or a second line Risk function completing stress testing activity.
* Excellent analytical skills and knowledge of financial Accounts.
* Flexible approach to meet changing requirements and the ability to perform under pressure within time constraints.
* Ability to work under pressure without compromising quality.
* Excellent written and oral communication along with presentation skills required from senior staff.
Conduct Rules for All Staff
* Act with integrity, respect and trustworthiness.
* Act with the due skill, care and diligence.
* Be open and cooperative with the Bank, the FCA, the PRA and other regulators.
* Pay due regard to the interests of customers and treat them fairly.
* Observe proper standards of market conduct and business conduct.
* Ensure you are trained and comply with the Bank's Policy and Procedures regarding Money Laundering detection and reporting, and that any weaknesses identified in AML Procedures and Compliance is promptly addressed.
* Ensure you are trained and comply with the Bank’s Policy and Procedures regarding Consumer Duty and also Treating Customers Fairly, and ensure good customer outcomes.
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