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Join us as a Non-traded Market Risk & IRRBB Associate
This role is a chance to join the newly established risk function of a non-ring fenced bank, helping to set up the NTMR and IRRBB risk management framework for our Treasury and Banking Book functions
You'll be undertaking daily market risk management activities, including the daily review of risk reports and limit utilisations
Joining a collaborative team environment, you'll gain valuable exposure to a range of teams and functions and the chance to develop your knowledge in the market risk area
What you'll do
As a Non-traded Market Risk & IRRBB Associate, you'll be building your knowledge of financial markets, investment strategies, liquidity management and key income drivers. We'll look to you to deliver high quality risk information, review risk reports and limit use, design, implement and document risk management techniques and processes, investigate any limit breaches and escalate as appropriate.
Additionally, you'll be improving risk capture for positions held by the business, as well as making sure risk is accurately represented in the market risk systems and the control framework is effective.
You'll also be:
Maintaining the interaction between market risk and the relevant businesses
Delivering high quality risk information to relevant stakeholders
Participating in market risk management and understanding liquidity management for a non-trading book
The skills you'll need
To succeed in this role, you'll work well with data, systems and models, and you'll need a genuine interest in market risk, IRRBB or ALM. Communication skills, including good English, are essential.
It would also be an advantage if you have:
Knowledge of interest rate risk in the banking book, asset and liability management
Experience in setting up and managing market risk frameworks
Accounting and balance sheet knowledge
Knowledge of market risk management techniques and an understanding of the products
A good understanding of relevant regulations and standards, including CRD IV, notably IRRBB and IFRS9