Job Description
The role provides an exceptional opportunity for a highly experienced professional to join the Bank's Enterprise Risk Management (ERM) team as the Bank looks to expand its Balance Sheet optimization programme.
The Senior Financial Risk Manager leads strategic initiatives, providing direction and support to the Head of Enterprise Risk in reviewing and challenging the financial risks that Enterprise Risk provides second-line oversight of.
Key Responsibilities:
1. Maintaining a strategic perspective on market, socio-economic, political, regulatory, and industry-specific events, and providing management with key emerging insights into their potential implications on the Bank's risk profile.
2. Establishing successful collaborative relationships with key business units and with both FLOD and SLOD stakeholders.
3. Providing second-line oversight of the Bank's liquidity and market risks (including IRRBB, FX, CSRBB) through the review and challenge of the Bank's local Treasury and Financial Risk Management teams, as well as the Bank's ICAAP, ILAAP, and Recovery Plan documents.
4. Enhancing the Bank's Market and Liquidity Risk oversight as the Bank matures and expands its Balance Sheet optimization programme.
5. Preparing quarterly assessment reports to the Bank's Executive Risk Committee on its liquidity and market risk profiles.
6. Producing periodic business model scenarios and sensitivity analysis to support the Bank's Emerging Risk process.
7. Undertaking an annual inter-concentration risk assessment across the Bank's risk profile.
8. Contributing to the enhancement of the financial risk management process through the development and calibration of Key Risk Indicators.
9. Performing independent review of the Bank's strategy and strategic risk profile to ensure sufficient second-line challenge of the strategic direction.