ALM Risk / Market Risk AVP, Jobs, 6745

ALM Risk / Market Risk AVP

Asset Liability Risk / Market Risk - AVP


Competitive Salary plus benefits



HRC Recruitment are supporting a global financial services brand in the process of relocating various aspects of their risk and risk reporting capabilities to Scotland. 


The role holder will support the analysis and management of non-traded market risk within the banking book. The role will be responsible for conformance with the Group Risk Policies, conformance with the market risk limits and operate the procedures to adhere to agreed market risk appetite.


Responsibilities of the Asset Liability Risk / Market Risk - AVP:

  • Supporting the management of Interest rate risk in the Banking Book Interest Rate Risk, FX Risk and other market risks within the banking book.
  • Produce regular MI analysis related various market risks.
  • Review and challenge new products from ALM risk perspective
  • Have a detailed understanding of the ALM risk management model and ensure that all products are accurately modelled and risk metric results are accurate.
  • Review and challenge regulatory reporting related to IRRBB, FX and other market risks.


Background and skills of the Asset Liability Risk / Market Risk - AVP

  • Educated to Degree level in a quantitative subject or previous relevant equivalent experience.
  • Knowledge of VaR, EaR, EVE and other risk management tools and practices
  • Familiarity with FX Markets
  • Understand of non-traded market risk specific regulations (i.e. Basel, PRA and EBA guidelines on IRRBB)
  • Prior experience using QRM
  • Understanding of Treasury ALM management



This is a fantastic opportunity to join a global organisation offering the chance to join a new team in a growing function in Glasgow.


For more information about this opportunity please contact Chris Wilson at HRC Recruitment Financial Services Scotland.


HRC Recruitment acts as both an employment business and employment agency. We are an equal opportunities employer


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