Job Description

The role holder will review and challenge the assumptions underlying stress testing measures, and provide an independent view of the Bank’s liquidity and capital adequacy. They will support the ICAAP, ILAAP and RRP processes, and ensure consistent Risk oversight across all risk areas

• Provide independent challenge to Treasury & Finance to ensure the business adheres to Regulatory and internal requirements
• Implement and review the plan for the Capital, Market & Liquidity Risks function that is aligned to the Risk department plan, and delivers cost effective performance and drives continuous improvement
• Recommend triggers and limits and oversee risk appetite reporting to the Board
• Consult with business leaders in Treasury & Finance, the Risk Leadership Team and the Chief Risk Officer to develop policy and risk appetite for recommendation to the Board
• Make sure all capital, market & liquidity risks policies and risk management procedures are reviewed, maintained and developed in response to ongoing change in the business and external environment and to meet regulatory standards
• Provide support to the broader Risk and Compliance function where required

Required Knowledge, Skills, and Abilities

• Strong background in Market and Liquidity Risks in a senior position, with a focus on IRRBB
• Track record of successfully developing, implementing and maintaining Market and Liquidity risk strategies and policies
• Experience in a Regulated Bank
• Strong technical and systems skills including ALMIS would be beneficial but not essential
• A self-starter with a high level of initiative and professionalism, along with a mature and resilient attitude
• A team player willing to go beyond the norm to deliver to exemplary standards