The role of the Treasury Financial Risk is the management of treasury risks, with a focus on interest rate, foreign exchange, and liquidity risks in the banking book. The role includes monthly ALM reporting and analysis.
The Treasury Financial Risk manager will also assist the Treasurer of Financial Services in adapting the financial risk framework to the regulatory environment, as well as supporting Financial Services funding programs and business initiatives.
Core responsibilities
* Enhance the liquidity and interest rate risk measurement framework to ensure compliance with Group policies, Assets and Liabilities Management (ALM) guidelines from EBA, and International Financial Reporting Standards (IFRS).
* Identify opportunities to optimize liquidity within limits such as LCR, NSFR, and HQLA.
* Coordinate monthly ALM Committees, providing treasury updates to the IC Financial Services’ Board of Directors.
* Improve operational efficiency through process enhancements and analytical support tools.
* Serve as a key contact within the Financial Services organization and Group Treasury team.
Requirements:
* Bachelor's degree in accounting, finance, business, or equivalent.
* Over 5 years of relevant experience in a wholesale financial services environment, with good knowledge of ALM Treasury.
* Fluent in English, spoken and written.
Essential skills:
* Strong analytical skills, with attention to processes, analysis, and documentation.
* Knowledge of the EU prudential regulatory environment regarding capital, funding, liquidity, and intra-group resources.
* Proficiency in Excel, Power BI, MS Office, and financial software applications.
* Ability to liaise effectively across functions within the organization.
Seniority level
* Associate
Employment type
* Full-time
Job function
* Finance
Industries
* Motor Vehicle Manufacturing
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