ALM Risk Manager
ALM Risk Manager
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Job Description
We are seeking a capable and enthusiastic ALM Risk Manager to join our team in London. The successful candidate will be responsible for providing support and second line risk management advice and oversight to Wise Group. This role requires a seasoned professional with a deep understanding of ALM/Treasury Risk and relative regulatory requirements and industry best practices.
What youll be doing:
Support the head of Financial and Prudential Risk with
ongoing monitoring and reporting activities (IR FX Liquidity Credit Capital) including (i) management and escalation of breaches (ii) keeping abreast of internal and external events
detailed understanding of risk profile on a current and forward looking basis volatilities and ongoing incidents
building automated and robust processes for treasury risks monitoring and reporting and associated analytics
providing 2LOD controls assurance and supporting RCSA exercises
project management of delivery of remedial actions (breaches issues etc)
building or enhancing our framework (metrics methodologies stress testing policies etc)
review of risk appetite statements
enhancing the financial risk stress testing and scenario library
Work closely with the first line of defence to develop a deep understanding of our products business strategy pricing and consequently supporting the launch of new products or initiatives
Prepare and provide training for colleagues on Financial risk management or develop a form of management that raises the level of risk and control mindset
Prepare presentations for group risk committees
What youll bring:
5 years of experience in Treasury/ALM risk management in either 1LOD or 2LOD
Good knowledge of risk management methods and techniques e.g. VaR/stressed VaR PV01/CS01/NII01 liquidity survival horizon concentration metrics etc
Understanding of (i) IR/FX market fundamentals (ii) traded instruments such as interest rate swaps FX swaps repos and (iii) regulatory requirements such as Basel 2.5 & Basel 3.1
Experience (i) in analysing data to extract patterns and trends to better understand risk and emerging risk exposures (ii) with Power BI / SQL / Python /VBA/etc
Excellent analytical problemsolving and decisionmaking skills with the ability to analyse complex issues and develop practical solutions in a dynamic and multicultural environment.
Confident resilient with a presence and a determination to succeed in a dynamic and demanding business environment
Excellent communication and interpersonal skills with the ability to effectively interact with senior management regulators and other stakeholders
It would be ideal but not essential if you had:
Understanding of fixed income and derivatives valuation behavioural modelling IRRBB and/or FX structural hedging IFRS9 contingency funding plans and indicators
FRM or CFA qualification
Degree in Maths Physics Statistics or a related field
Additional Information :
#LISL
Salary
For everyone everywhere. Were people building money without borders without judgement or prejudice too. We believe teams are strongest when they are diverse equitable and inclusive.
Were proud to have a truly international team and we celebrate our differences.
Inclusive teams help us live our values and make sure every Wiser feels respected empowered to contribute towards our mission and able to progress in their careers.
If you want to find out more about what its like to work at Wise visit Wise.Jobs.
Keep up to date with life at Wise by following us on LinkedIn and Instagram.
Remote Work :
No
Employment Type :
Fulltime
Employment Type
Full-time
