Treasury Risk Manager

📋 Description

• Oversee Treasury investment portfolio and monitor risk
• Analyse market and liquidity risks and collateral performance
• Write independent credit assessments for counterparties
• Conduct independent stress testing of ABS and CLO structures
• Represent 2LoD in investor roadshows to understand collateral risks
• Monitor market trends and raise emerging risks; Bloomberg license provided

🎯 Requirements

• Relevant experience in banking, consultancy, or regulator
• Strong understanding of asset classes in retail treasury
• Knowledge of securitisations and stress testing
• Ability to review risk data and credit agency reports
• Knowledge of FX, repos and interest rate derivatives
• Hands-on Bloomberg pricing/credit analysis; Python/SQL
• Strong relationship builder with 1LoD stakeholders
• Understanding prudential liquidity/capital regulations

🎁 Benefits

• Salary £63,800 - £80,650 + incentives
• UK distributed working; some London meetings
• MacBook provided and home setup support
• £1,000 learning budget per year
• Access to Monzo benefits page