Treasury Risk Manager – Socially Conscious Bank (Hybrid)

Working for a socially conscious bank in the UK Opportunity to make a difference in a small team About Our Client Our client is a UK-based bank committed to making a positive impact on people and communities. They provide secure current accounts for everyday banking, instant-access savings for managing surplus reserves, and loans ranging from £150,000 to £10 million. With a purpose-driven approach, they are focused on attracting and nurturing top talent at every level. As a trusted banking partner for charities, they are dedicated to supporting their customers' missions as if they were their own. Job Description Conduct and model interest rate risk, with a focus on IRRBB (Interest Rate Risk in the Banking Book). Lead liquidity and market risk modelling, including stress testing within Treasury. Oversee risk management, monitoring, and modelling for the Treasury portfolio, including market risk exposure. Support Funds Transfer Pricing (FTP) initiatives and assist with deposit and lending pricing models. Provide insights and analysis to the Asset and Liability Committee (ALCO). Ensure compliance and transparency in Pillar 3 disclosures. Prepare and review ICAAP (Internal Capital Adequacy Assessment Process). Support ILAAP (Internal Liquidity Adequacy Assessment Process) reporting. Contribute to Recovery Plan development, focusing on risk mitigation and resilience. Serve as a Treasury risk management resource across regulatory, market risk, and internal governance processes. The Successful Applicant This role is ideal if you have experience in Treasury risk/modelling within Banking or Financial Services, or possess transferable skills and a passion for making a positive impact on society. Strong expertise in interest rate risk modelling and shock analysis. Extensive experience with liquidity risk modelling, stress testing, and deposit behaviour analysis. Proven background in Funds Transfer Pricing (FTP), deposit/lending pricing, and Treasury risk management. Solid understanding of relevant Prudential Regulations and compliance requirements. Knowledge of balance sheet management, income, and capital forecasting. Proficiency in financial modelling and analytical tools. Excellent communication skills, with the ability to engage effectively at all levels. A proactive and solution-oriented mindset with attention to detail. What's on Offer An estimated salary range of £70,000 - £80,000 per annum + Pension (total comp). Excellent holiday leave package of 6 weeks per annum A supportive and collaborative company culture. The opportunity to work in a high-profile role within a socially conscious financial services organisation. Hybrid working with 1-3 days in the office.

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