Home United Kingdom ALM Risk Officer, VP

Home United Kingdom ALM Risk Officer, VP

ALM Risk Officer, VP

Full time at a Laimoon Verified Company in United Kingdom
Posted on October 30, 2024

Job details

ResponsibilitiesThe key responsibilities for this position include:Structural Risk Identification: Work across various topics around liquidity and market risk of the banking book to identify potential risks, support the risk capture and representation in the risk framework.Structural Risk Monitoring: Monitor the structural risks for SGLB and SGIL. Engage with Front Office and Treasury to advise on risk taking activities, limit excesses and excess remediation.Structural Risk Framework: Contribute to the calibration of the risk appetite for the limits and thresholds applicable to SGLB and SGIL.Structural Risk Governance: Contribute to presentation and documents related to the local Governance (Committees support documents, RAS, RAF, RMF, Risk Identification, …). Maintain the policies related to structural risks.Models reviews: Review and challenge the models presented by the first Line of Defence.Audit and regulatory matters: Contribute to answers to audit and regulators. Contribute to the Individual Liquidity Adequacy Assessment process (ILAAP) and Individual Capital Adequacy Assessment process (ICAAP).Relationship management: Maintain a close and constructive dialogue with the management. Maintain a close engagement with the business lines in order to build a strong mutual understanding of their liquidity and structural risk drivers and mitigation strategies.Objectives and strategy: Contribute to the roadmap of the team on structural risks.Profile RequiredTECHNICAL SKILLSFamiliarity with Liquidity and Structural Risk frameworks and their application within a Financial Institution.Quantitative educational background (academic and professional).Advanced abilities in Excel (VBA), Python, Statistical orientated language, Power BI / Tableau, etc.Knowledge of liquidity best practices.Technical expertise surrounding FCA/PRA regulatory structural risk framework would be beneficial.SOFT SKILLSIndependent: can challenge status quo or different opinions when needed.Fast learner: eager to grow, learn / build knowledge.Team Spirit: contribute to a positive and versatile team environment, build constructive relationships with people from diverse backgrounds.Strong collaboration skills: capacity to engage with people with different backgrounds (LOD1 and LOD2, in the UK and at outside of the UK). Flexible and adaptable.Strong analytical and problem-solving skills: attention to details and rigor; ability to absorb a lot of information over short periods of time; capacity to understand complex situations and provide a synthetic view.Why Join UsPeople join for the impact they can have on us. They stay for the impact we have on them. A flatter structure offers visibility and exposure beyond that of our competitors, so you know our names, and we know yours. It's personable, human, and inspires success through passion. By encouraging open mindedness and a willingness to share ideas, we have adapted to market changes and thrived through innovation. Bringing words like "hard work" and "dedication" together with "community" and "respect" has enabled us to work collaboratively and build our future together. We call this Team Spirit and it's what makes us different. It's what makes you different.Business InsightIf you feel you have the required experience and qualifications, then please apply to the SG Resourcing Team, and we will manage your application. At Société Générale, we believe our people are our strength and are core to the success of our business. As such, we search for, recruit and appoint the best available person on the basis of aptitude and ability, regardless of sex, marital or civil partnership status, race, colour, nationality, ethnic or national origins, pregnancy, disability, age, sexual orientation, religion, belief or gender identity.

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