Job description

  • Location:
    London - 30 Gresham Street
  • Department:
    Risk UK
  • Division:
    IBP Risk & Compliance
  • Employment Type:
    Full time
  • Salary:

Regulatory Policy - ALM (6106)

Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa. Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and a desire to learn and collaborate to your work, this could be the boost your career deserves.

Embedded in our culture is a sense of belonging and inclusion. This creates an environment in which everyone is free to express themselves and helps drive innovation and creativity. At Investec we want everyone to find it easy to be themselves, and to feel they belong. It's a responsibility we all share and is integral to our purpose and values as an organisation.

Research shows that some candidates can be reluctant to apply to a role unless they meet all the criteria. We pride ourselves on our entrepreneurial spirit here and welcome you to do the same – if the role excites you, please don't let our person specification hold you back. Get in touch!

Description of role and key responsibilities

The role is within the ALM team and focuses on supporting the team to implement any changes in regulatory guidance and requirements for both liquidity and non-traded market risk.

The ALM team provides an independent risk oversight of liquidity and non-traded market risk, and monitors compliance with risk policies and risk appetite metrics. The ALM function reports to the IBP CRO. The team consists of 10 people with sub teams focusing on liquidity, non-traded market risk and regulatory reporting.

Key responsibilities:
• Ensure the ALM team is fully informed of liquidity and banking book market risk regulatory developments
• Analyse, interpret and assess the impact of the proposed regulations on the Business
• Drafting of key regulatory policies and documentation: e.g. risk appetite; management policies, modelling methodologies, disclosures etc.
• Preparation of the ILAAP and the Contingency Funding Plan (CFP)
• Close interaction with the Capital team to ensure consistency across ICAAP and ILAAP
• Engage in industry wide discussions on liquidity and banking book market risk to ensure Investec's interpretations and analysis of the regulatory rules are consistent with peers/ industry• Present to various relevant committees (e.g. ALCO) and forums in the group

Core Skills and Knowledge 

Core skills and knowledge Technical knowledge & experience:
• Strong knowledge of the PRA and EBA liquidity and IRRBB regulatory requirements
• Experience in drafting regulatory policy documents including ILAAP
• Detailed financial markets product knowledge with regulatory rule book overlap
• Good understanding of the structure of the balance sheet

• Excellent communication skills, both written and verbal
• Strong attention to detail/accuracy and capable of seeing the overall objective
• Systematic approach in analysing and solving problems
• Ability to meet tight dead-lines
• Driven and ambitious, willing to take on extra responsibility
• Creative team player and willing to work in a constantly changing environment


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London - 30 Gresham Street
30 Gresham Street, London, England, GB, EC2V 7QN

Meet the recruiter

Nompumelelo Ndala


We commit to ensure that everyone is fairly assessed during our recruitment process.

Let us know if you need any reasonable adjustments to complete your application.

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