Are you curious, detail-oriented, and eager to work in an international environment? Do you thrive in a fast-paced setting, enjoy Treasury topics, and have strong communication skills? If so, we'd love to hear from you!
About the Role:
Our client is looking for a Treasury Risk Manager to provide independent risk oversight of Treasury activities, with a focus on Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB). The role will also contribute to other Treasury risk topics as needed.
Key Responsibilities:
- Apply deep expertise in IRRBB, CSRBB, market risk, derivatives, hedge accounting, and regulatory requirements to enhance the bank's risk management framework.
- Lead and manage a monthly risk forum covering market risk, interest rate risk, and credit spread risk.
- Assess and challenge risk strategies for IRRBB and CSRBB, including reviewing key assumptions and inputs used in decision-making.
- Evaluate and set risk appetite and risk limits, ensuring they align with regulatory and internal standards.
- Collaborate closely with stakeholders across Treasury, Capital & Liquidity Risk, Stress Testing, and Recovery & Resolution Planning.
- Provide independent oversight of controls and risk mitigation measures operated by the first line of defense.
- Build strong relationships across teams while maintaining the ability to challenge and influence decision-making.
What We're Looking For:
- Strong expertise in Treasury risks, particularly IRRBB and CSRBB, as well as market risk, hedging strategies, and hedge accounting.
- Deep knowledge of eurozone regulatory requirements related to IRRBB, CSRBB, liquidity, and capital.
- Ability to work independently, take initiative, and drive objectives forward.
- Excellent communication skills with the ability to build relationships and influence stakeholders effectively.
- Fluency in English, French is a plus.
