ALM Risk Manager, Wise

• 5+ years of experience in Treasury/ALM risk management in either 1LOD or 2LOD
• Good knowledge of risk management methods and techniques, e.g. VaR/stressed VaR, PV01/CS01/NII01, liquidity survival horizon, concentration metrics, etc
• Understanding of (i) IR/FX market fundamentals (ii) traded instruments such as interest rate swaps, FX swaps, repos, and (iii) regulatory requirements such as Basel 2.5 & Basel 3.1
• Experience (i) in analysing data, to extract patterns and trends to better understand risk and emerging risk exposures (ii) with Power BI / SQL / Python /VBA/etc
• Excellent analytical, problem-solving, and decision-making skills, with the ability to analyse complex issues and develop practical solutions in a dynamic and multicultural environment
• Confident, resilient, with a presence and a determination to succeed in a dynamic and demanding business environment
• Excellent communication and interpersonal skills, with the ability to effectively interact with senior management, regulators, and other stakeholders

Desirable

• We are seeking a capable and enthusiastic ALM Risk Manager to join our team in London. The successful candidate will be responsible for providing support and second line risk management advice and oversight to Wise Group. This role requires a seasoned professional with a deep understanding of ALM/Treasury Risk and relative regulatory requirements, and industry best practices
• Support the head of Financial and Prudential Risk with
• Ongoing monitoring and reporting activities (IR, FX, Liquidity, Credit, Capital), including (i) management and escalation of breaches (ii) keeping abreast of internal and external events
• Detailed understanding of risk profile on a current and forward looking basis, volatilities and ongoing incidents
• Building automated and robust processes for treasury risks monitoring and reporting, and associated analytics
• Providing 2LOD controls assurance and supporting RCSA exercises
• Project management of delivery of remedial actions (breaches, issues, etc)
• Building or enhancing our framework (metrics, methodologies, stress testing, policies, etc)
• Review of risk appetite statements
• Enhancing the financial risk stress testing and scenario library
• Work closely with the first line of defence to develop a deep understanding of our products, business strategy, pricing, and consequently supporting the launch of new products or initiatives
• Prepare and provide training for colleagues on Financial risk management, or develop a form of management that raises the level of risk and control mindset
• Prepare presentations for group risk committees