Interest Rate Risk Manager

I am seeking to speak to candidates to join the team at an international bank in London as a Structural Interest Rate Risk Manager. In this role, you will play a vital part in the bank’s second-line stewardship of structural interest rate risk across the Group.

Your responsibilities will include identifying, monitoring and quantifying IRRBB risk, reviewing and analyzing risk reports, and understanding and interpreting existing and incoming regulations and policies.

You will work closely with Market Treasury risk managers to understand risk transfer mechanisms and collaborate with FLOD and other functions to successfully implement the operating model for IRRBB.

The ideal candidate will have relevant experience in IRRBB risk, Treasury and market risk, product control or front office, a strong knowledge of IRRBB measures (EVE and NII) and approaches to calculate, as well as a strong understanding of financial markets, financial products and resulting risks.

Prior experience in balance sheet modelling and projections is also required.

Additionally, you should have good written and verbal communication skills, including the ability to distil complex issues into succinct messages and present confidently to a variety of internal, external, and high-level stakeholders.

The base location for this role is London, and it requires office work for 1-2 days per week. If you are looking for an exciting opportunity to join a dynamic and growing team in a leading international bank, I encourage you to apply or send your CV to hadjra.sohawon@goodmanmasson.com.

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.