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.