APPLICANTS MUST BE BASED IN THE UK AND HAVE THE RIGHT TO WORK HERE APPLICANTS MUST HAVE BANKING EXPERIENCE Main Duties / Key Responsibilies Â· Comprehensive market risk analysis for transactions. This will include a full review of transaction structure, historic financials, cash flow analysis, stress testing and qualitative factors, MTM valuations, margining, yield trends at transaction and portfolio levels Â· Monitoring and management of the Bankâ€™s portfolio with necessary reporting on interest rate gap and recommend mitigations Â· Monitoring the full compliance of the capital requirements and daily liquidity management threshold Â· Concentration risk: implementing the Bankâ€™s risk appetite via limit setting and portfolio monitoring Â· Measuring and monitoring of market risk exposure, including development and maintenance of market risk models for foreign exchange / Interest Rate risks Â· Ensure a timely review of all risk policies including ICAAP, ILAA and other governing policies Â· Production and presentation of effective management information and presentations to the Board of Directors and Management Committee, Audit Committee and Credit Committee Â· Provision of training and guidance on risk matters. Occasional duties: Liquidity and capital adequacy analysis, operational risk, systems testing. Required knowledge & skills Â· Good working knowledge of commercial, treasury and capital markets products (incl plain vanilla and derivative Bonds, FX, Interest Rates, Commodities etc, and emerging markets Â· A proven track record of Risk Management experience covering mainly credit and market risks (with a minimum 7 years) Â· Extensive knowledge and experience of relevant market and credit risks in the UK banking sector Â· An ability to maintain independence, impartiality and objectivity. Â· The ability to apply knowledge to new products and structures, together with good working knowledge of credit rating agency methodologies and market risk methodologies Â· Experienced in analysing financial statements and interpreting accounting standards Â· Ability to build, stress and interpret financial and cash flow models Personal Skills Â· Strong interpersonal skills, including cultural and customer awareness of the bankâ€™s markets Â· Excellent writing, communication and presentation skills Qualifications Â· Degree level education or equivalent professional qualifications Â· An accountancy qualification e.g. ACCA is desirable.