Treasury Risk Manager

Overview

The role supports the design, implementation and continual enhancement of the ALM Risk Management framework and associated risk metrics. It ensures alignment with best practice, regulatory requirements and the bank's risk appetite, while providing strategic advice and analytical support to senior stakeholders.

Responsibilities

• Set up, review and maintain risk metrics underpinning ALM frameworks and policies, ensuring they align with best practice and international standards.
• Maintain the ALM Risk Management framework, policies and standards and enforce adherence to principles.
• Translate board‑approved risk appetite into limits and early warning indicators.
• Support the requirements of ALCO, Group Risk Committees and Board Risk Committees.
• Oversee internal and external regulatory metrics (e.g., LCR, NSFR, maturity mismatches, funding concentration, PV01, EVE, NII sensitivity) to ensure ful...