Treasury Model Risk Analyst / Treasury Model Governance Analyst

My client, a global bank based in London, is looking for a contract Treasury Model Risk Analyst. The Treasury Model Governance Office Analyst will be working together with colleagues to assist the planning, tracking and reporting of Model Risk management/governance responsibilities and activities within the bank’s Global Treasury function.

The Treasury Model Risk Analyst will have worked in Model Risk and have specific hands-on experience collaborating on projects from initiation to delivery to join a Treasury function whose purpose is to manage model risk and governance. They will be involved in the enhancement of Global Treasury model risk management and governance. Model categories include those to manage liquidity, interest rate, pension and capital risk.

Key skills:

• Treasury Risk experience – ideally Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Management
• Understanding of financial products, market dynamics, and risk management concepts.
• Strong analytical and quantitative skills to assist in model evaluation, validation, and risk assessment.
• Attention to detail when reviewing and documenting model assumptions, methodologies, and outcomes.
• Understanding of financial regulations and compliance requirements related to model risk management (e.g., SR 11-7, SR 15-18, Basel guidance, PRA SS1/23).
• Project Management

Please apply now for immediate consideration and further details.

Keywords: Treasury Model Risk Analyst, Model Risk, Treasury, Treasury Model Governance Analyst. Governance, IRRBB, Interest Rate Risk in the Banking Book, Interest Rate Risk, Bank, Banking.

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