Prudential Risk Manager

  • Sector: LMA UK Credit, Risk and Quantitative
  • Contact: Tabitha Wonga
  • Contact Email: Tabitha.Wonga@lmarecruitment.com
  • Client: LMA
  • Location: London
  • Salary: Negotiable
  • Expiry Date: 18 November 2021
  • Job Ref: BBBH188822_1634657249

An independent, FCA and PRA authorised UK Bank offering unrivalled knowledge and experience of international finance and the Middle Eastern markets are looking for a Prudential Risk Manager to assist the Risk Management function in the day-to-day management of Credit, Liquidity, Market and Operational Risks in their London office
Duties and responsibilities

  • Support the Second Line of Defence oversight of prudential risk.
  • Assist the preparation of reports for internal governance bodies namely the Executive Risk Committee, Board Risk Committee and ALCO.
  • Assist in the production of Risk MI reports.
  • Carry out Second Line risk monitoring and reporting.
  • Develop existing ILAAP and ICAAP documents as well as working on the Bank's Recovery and Resolution Plan (RRP).
  • Build and maintain Excel files ensuring integrity of data and maintenance of an audit trail.
  • Support the Head of Prudential Risk in risk management tasks and specific workloads.
  • Identify potential gaps in market risk and liquidity risk reporting.
  • Attend and minute the some of the Bank's Committee meetings, providing input as and when required.
  • Automate manual tasks within Excel through use of VBA.



Key skills and experience

  • The ideal candidate has 3+ years' experience and is educated to degree level. Master's Degree desirable.
  • In-depth knowledge of Prudential Regulation, Basel III/IV, CRD IV/V, CRR.
  • Knowledge of IFRS 9 and the calculation of Expected Credit Loss.
  • Good knowledge of liquidity risk and market risk, and key metrics associated with these risks.
  • Experienced in Risk Management Frameworks and setting appropriate Risk Appetite levels.
  • Awareness or interest in acquiring knowledge of PRA/CRD IV prudential rules.
  • Be proficient in Microsoft Office incl. Excel and PowerPoint. SQL, Tableau, VBA desirable.
  • Enquiring mind-set.
  • Enjoy working as part of a small team and autonomously.