Risk Analyst

Overview

In this role you support embedding the bank’s risk framework within Treasury operations, focusing on risk types like IRRBB, FX, liquidity, and capital adequacy. You will develop models, produce risk MI and regulatory reports, and help automate processes to improve efficiency. You will validate Treasury models and oversee collateral and data management initiatives. You’ll work with senior risk leadership on breaches and regulatory submissions, contributing to the bank’s risk management objectives. This is an opportunity to impact treasury risk practice in a global banking environment.

Responsibilities

• Support embedding risk framework into Treasury operations and processes
• Manage and monitor IRRBB, FX risk, liquidity risk (LCR, NSFR), and capital adequacy
• Escalate breaches or concerns to senior risk leadership (including CRO)
• Develop and support ALM, IRRBB, and liquidity risk models and analysis
• Produce risk MI and regulatory reports for internal stakeholders, Board, ALCO, and regulators
• Improve efficiency through automation and use of programming tools
• Validate and oversee Treasury models and tools (FTP, cash flow forecasting, liquidity models, spreadsheets/macros)
• Oversee Treasury collateral management processes
• Contribute to regulatory submissions (ILAAP, ICAAP, Recovery Plan, RAS)
• Support delivery of Treasury-related projects, including systems, loan operations, and data management initiatives

Key requirements

• University degree (minimum 2:1 or equivalent) in a quantitative field
• Strong proficiency in MS Office (Excel, Word, PowerPoint)
• Experience with Python (R or VBA is an advantage)
• Understanding of universal banking products and related financial services

• Python
• R
• VBA
• Excel
• FTP
• cash flow forecasting

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