Treasury & Balance Sheet Risk Manager
Castle Trust Bank
full-time
Posted on:
Location Type: Hybrid
Location: London • United Kingdom
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About the role
- Lead on the development of a comprehensive 2nd line capability to monitor and manage risks arising in the Treasury function and overall Balance Sheet.
- Maintain a robust risk framework, ensuring effective policies, limits, and oversight across key risk drivers.
- Manage and challenge risk models, support regulatory submissions, and deliver clear reporting to ExCo and the Board.
- Collaborate with Treasury, Finance, and risk colleagues to provide strong first and second line challenge and drive effective risk management across the organisation.
Requirements
- Demonstrable experience working in the Treasury function of a retail bank and/or consultancy serving the same.
- Strong understanding of IRRBB risk.
- Understanding of Liquidity risk, including PRA requirements in the context of a small-medium sized bank.
- Proven ability to negotiate and influence.
- Strong numeracy skills and exposure to modelling/data/analytics.
- Effective presentation skills.
- Exposure to Accounting Volatility risk arising from models, assumptions and market indices embedded into accounting valuations (desirable).
- Understanding of Accounting volatility (desirable).
- Understanding of Capital risk including PRA requirements in the context of a small-medium sized bank (desirable).
- Understanding of Model Risk Management approaches (desirable).
- Understanding of Counterparty Credit Risk Management (desirable).
- Exposure to a small/medium size bank culture (desirable).
- Relevant postgraduate degree or professional qualification (desirable).
Benefits
- Annual performance related bonus (up to 10% of base salary) based on individual and company performance.
- Generous contributory pension scheme through Hargreaves Lansdown.
- Life assurance.
- 25 days annual leave (plus bank holidays) with the option to buy/sell up to 5 additional days (terms apply).
- Extra day paid annual leave for Volunteering.
- Private healthcare through Equipsme.
- Free access to BHFS Rise EAP to support health and wellbeing.
- Free eye test vouchers.
- Discounted gym membership.
- Season ticket travel loans (if applicable).
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
IRRBB riskLiquidity riskAccounting Volatility riskCapital riskModel Risk ManagementCounterparty Credit Risk Managementmodellingdata analyticsrisk managementregulatory submissions
Soft skills
negotiationinfluencenumeracypresentation skillscollaborationchallengeoversightcommunicationleadershiporganizational skills
Certifications
postgraduate degreeprofessional qualification