Accessibility Links

Banking Book Market Risk Manager

  • Location: London
  • Salary: To £85,000 + bens + bonus
  • Job type: Permanent
  • Job reference: SS/167539
  • Sector: Banking, Banking
Job Description

Successful retail and commercial banking group seeks a banking book market risk professional to join the Treasury ALM team in London.


In this role you will be responsible for the assessment  of the bank's exposure to market risk (IRRBB).  Specific responsibilities include:


  • Work with front office on hedging strategy
  • Review/assessment of new products from a market risk perspective
  • Reporting of interest rate metrics (including EAR, basis risk, PV01)
  • Review and update of market risk policy and framework
  • IRRBB modelling (including VaR models for market risk and balance sheet models)
  • Present regular IRRBB management information to ALCO and other senior committees
  • Input into ILAAP and ICAAP (responsible for IRRBB sections)


The successful candidate will have experience within market and liquidity risk, with a good understanding of IRRBB. Exposure to model development, reporting and validation is preferred.  This is an excellent opportunity to take a highly visible role in a growing organisation.

Similar jobs
Balance Sheet Modelling
  • Location South West England
  • Salary £50,000 - £75,000
  • Job type Permanent
  • Sector Banking, Banking, Market Risk, Credit Risk, Asset Management/funds , Banking, Asset Management/Funds , Asset Management/Funds , Other Financial services , Other Financial Services , Insurance , Pricing
  • Description An exciting new opportunity has arisen to join the Risk Modelling team of a leading financial services firm based in the South West.
Market Risk Analyst
  • Location Doha, Qatar
  • Salary £120,000
  • Job type Permanent
  • Sector Banking, Banking
  • Description Supporting the Treasury Middle Office through analysis of market risk in this international bank, including developing the risk framework and measuring and evaluating risk across treasury activities.
Regulatory Capital Contractor
  • Location London
  • Salary None specified
  • Job type Contract/Temp
  • Sector Banking, Asset Management/Funds
  • Description Asset Manager seeks experienced regulatory capital contractor.
Financial Risk Manager
  • Location London
  • Salary £650 per day
  • Job type Contract/Temp
  • Sector Banking, Banking, Asset Management/funds , Asset Management/Funds , Asset Management/Funds , Interim, Enterprise Risk
  • Description A leading Wealth and Investment Management firm are looking to recruit a senior Financial Risk Specialist to join them on a 6 month contract basis.
Related news