Treasury Risk Manager

London, United Kingdom
23 Nov 2018
25 Nov 2018
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
The Business
We're looking for a Treasury Risk Manager to join us in London or Birmingham
  • This is an intellectually challenging role spanning across the entirety of our business, giving you the chance to help to guide the bank in the right direction
  • Your high profile work will uncover vulnerabilities in our Liquidity and Funding Risk on both a local and business-wide basis
  • You'll gain a deep knowledge of our liquidity and funding strategy, stress testing framework, and liquidity policy
  • You'll benefit from significant exposure across the business

What you'll do

As a Treasury Risk Manager, you'll facilitate the articulation of the risk appetite and limit frameworks, and provide second line oversight in the liquidity strategy, stress testing and liquidity policy activities. You'll review a suite of risk metrics and communicate issues to the senior risk and treasury personals. You'll also participate in the annual ILAA and recovery plan process, and effectively challenge and review the assumptions.

In addition to this, you'll:
  • Review and challenge behavioural assumptions used for funding and liquidity risk metrics, and review funding policy and funding metrics in line with new regulations
  • Contribute to the forecasting process and participate in the testing of the same
  • Work with senior business risk specialists and risk senior management to drive delivery, and challenge our methodologies and assumptions
  • Provide independent review and challenge to stress testing results, focusing on their overall credibility, and comparing results and across and within different scenarios
  • Prepare high quality reports for senior committees, presenting your findings as compelling conclusions on our underlying risks, and providing the early warning necessary to keep our businesses secure
  • Following industry trends to inform and deepen your understanding of liquidity risk and related regulations

The skills you'll need

This is highly quantitative work, and we're looking for someone with an educational and career track record that shows you're up to the task. An undergraduate degree in a quantitative discipline such as Mathematics, Financial Mathematics, Physics, or Statistics is essential, and further postgraduate study would be welcome.

We'll also expect:
  • A relevant professional qualification, such as an ACA, ACCA, CFA, PRM, or FRM, and a working knowledge of accounting practices
  • Solid experience in risk management or in a banking environment - a track record working in credit risk, risk analytics, or as an equities analyst would be a good fit
  • A broad understanding of liquidity risk framework, stress testing and balance sheets, as well as knowledge of retail and wholesale credit products
  • Strong interpersonal and communication skills, and the ability to produce high quality reports for senior management committees which distil complex analysis into meaningful conclusions

Knowledge of Basel II and III would also be valuable, and may prove to be an advantage.

How we'll reward you

In return, we offer a competitive salary plus a benefit funding programme that can be tailored to suit your individual needs. In addition, we provide a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your work/life priorities.

Visit our reward and benefits page for more information on the benefit packages we offer.


At RBS, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we'll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - find out more .

As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you'll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.

Closing Date: 24/11/18

Salary: Competitive

Location: London or Birmingham

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