Meraki Talent's client is currently looking for a Risk Manager to join their Asset Liability Management Risk team in Glasgow. Our client is an instantly recognisable global banking brand. In recent times they have made a sizable commitment to their Scottish hub and this role is part of their project to bring good quality roles to Glasgow.
As a Risk Manager within their Asset Liability Management team you will be supporting the banking book business in maintaining stable income from their balance sheet holdings. This income varies as market interest and fx rates change as well as from changes in regulation.
Key responsibility in the role will be to support the analysis and management of non-traded market risk via:
Supporting the identification, measurement, and management of interest rate risk and fx risk
Producing regular and ad-hoc MI and analysis – to include annual earnings at risk and other risk metric forecasting under differing scenarios
Reviewing and challenging new products from ALM Risk perspective
Supporting the review and challenge of Product and Structural hedging strategies proposed by Treasury
Review and challenge regulatory reporting
For this role my client is seeking an experienced Risk Analyst/Manager who has knowledge of VaR, EaR, EVE and other risk management tools and practices. Familiarity with FX Markets would be helpful as would any knowledge of NTMR specific regulations (Basel, PRA and EBA guidelines).