Treasury Risk Manager
- Recruiter
- MERJE Limited
- Location
- Manchester, Greater Manchester
- Salary
- Up to £65,000 plus benefits
- Posted
- 21 Jun 2017
- Closes
- 28 Jun 2017
- Ref
- AV13596
- Job Title
- Treasury
- Category
- Banking and Financial Services
- Experience Levels
- Qualified Accountant
- Contract Type
- Permanent
- Hours
- Full Time
My client, a large financial services organisation is actively searching a talented Treasury professional with a specific focus on Credit Risk.
key responsibilities include
- Assisting in the delivery of a suite of internal MI reporting covering Treasury credit, liquidity and market risk which assesses exposures vis a vis limits. This would include daily, monthly and quarterly reporting and any ad hoc analysis as required
- Assist in the modelling of market, liquidity and Treasury credit risks that are in line with the Model Risk Policy and Control Standards. This will involve running QRM as the main interest rate risk tool as well as the Treasury credit risk stress testing model.
- Assist in the provision regulatory reporting on Treasury credit, liquidity and market risk including FDSF, COREP and various PRA returns.
- Ensure that control failures and breaches of policies within Treasury Risk’s control framework are reviewed and reported to the MI Reporting Manager/Lead Treasury Risk Reporting and Analysis Manager.
With previous experience working within a treasury function you will specifically have a good knowledge or credit risk reporting along with the following experience
- Understanding of the new liquidity reporting requirements
- Knowledge and some experience across many dimensions of Treasury including Treasury credit, liquidity and market risk methodologies
- An understanding and experience of modelling techniques
- Proven presentation skills, both written and verbal.
- Excellent analytical skills
- Proactive and driven individual
- In depth system experience including MS Access, excel, SAS, business objects, Bloomberg