Job description

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  • Location:
    London - 30 Gresham Street
  • Department:
    Group Risk Mgmt
  • Division:
    Central Services
  • Employment Type:
    Full time
  • Salary:
    Competitive

Regulatory Policy - Asset and Liability Management (3834)

Role: Regulatory Policy - ALM

Location: London

Team

Asset and Liability Management (ALM)

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
  • Advise Treasury and the Business on optimising the funding combinations/ mix with respect to the regulations
  • Drafting of key regulatory policies and documentation: e.g. risk appetite; management policies, modelling methodologies, response papers to regulatory proposals etc.
  • Lead the preparation of the ILAAP and the Contingency Funding Plan (CFP)
  • Involvement in Recovery and Resolution Planning and ICAAP processes to ensure consistency with 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

Technical knowledge & experience:

  • Expert knowledge of the PRA and EBA liquidity and IRRBB regulatory requirements
  • Expertise 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

Skills:

  • 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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Location
London - 30 Gresham Street
30 Gresham Street, London, England, GB, EC2V 7QN
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Meet the recruiter

Charmaine Bannerman

https://www.linkedin.com/in/charmaine-bannerman-b405482b/

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Benefits

Pension
Private Medical Cover
Virtual GP
Gym Discounts
Psychologist Service
Annual Leave
Life Assurance