Establish risk appetite and KRIs for digital-asset activities; Establish and integrate digital-asset risk into the Risk Management Framework spanning market, liquidity, credit/counterparty, operational/technology, information security, custody/key management, third-party, compliance/AML/CTF/sanctions and conduct risks.
Coordinate and support risk assessments for new tokens, protocols, and counterparties; lead product risk reviews and risk assessments.
Work closely with business and functional stakeholders on understanding, identifying and managing the end-to-end risks from the digital assets business....
Asset Liability Risk Reporting: support the generation of asset liability management (ALM) risk reports for management monitoring and regulatory reporting purposes
Risk Analysis: analyse liquidity and interest rate risk exposures, identify trends, and investigate key drivers behind changes in risk profiles
Regulatory Monitoring: gain exposure to regulatory metrics and requirements, including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Economic Value of Equity (EVE)...
Behavioural Modelling: support the development, maintenance, and enhancement of Asset Liability Management (ALM) behavioural models for customer and product portfolios
Model Monitoring: assist in monitoring model performance and analysing behavioural trends to ensure models remain relevant, robust, and aligned with business and regulatory requirements
Risk Analytics: perform data analysis to support the measurement and management of liquidity and interest rate risks in the banking book...
Behavioural Modelling: support the development, maintenance, and enhancement of Asset Liability Management (ALM) behavioural models for customer and product portfolios
Model Monitoring: assist in monitoring model performance and analysing behavioural trends to ensure models remain relevant, robust, and aligned with business and regulatory requirements
Risk Analytics: perform data analysis to support the measurement and management of liquidity and interest rate risks in the banking book...
Asset Liability Risk Reporting: support the generation of asset liability management (ALM) risk reports for management monitoring and regulatory reporting purposes
Risk Analysis: analyse liquidity and interest rate risk exposures, identify trends, and investigate key drivers behind changes in risk profiles
Regulatory Monitoring: gain exposure to regulatory metrics and requirements, including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Economic Value of Equity (EVE)...
Asset Liability Risk Reporting: support the generation of asset liability management (ALM) risk reports for management monitoring and regulatory reporting purposes
Risk Analysis: analyse liquidity and interest rate risk exposures, identify trends, and investigate key drivers behind changes in risk profiles
Regulatory Monitoring: gain exposure to regulatory metrics and requirements, including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Economic Value of Equity (EVE)...
Behavioural Modelling: support the development, maintenance, and enhancement of Asset Liability Management (ALM) behavioural models for customer and product portfolios
Model Monitoring: assist in monitoring model performance and analysing behavioural trends to ensure models remain relevant, robust, and aligned with business and regulatory requirements
Risk Analytics: perform data analysis to support the measurement and management of liquidity and interest rate risks in the banking book...
Balance Sheet Analytics: conduct research and analysis to support balance sheet optimisation, profitability management, and liquidity planning activities
Business Analytics: analyse P&L drivers, funding costs, spread movements, and cashflow risks to support decision-making across the desk
Liquidity & Funding Analysis: monitor funding and liquidity metrics, identify emerging trends, and provide insights to support treasury management activities...
Balance Sheet Analytics: conduct research and analysis to support balance sheet optimisation, profitability management, and liquidity planning activities
Business Analytics: analyse P&L drivers, funding costs, spread movements, and cashflow risks to support decision-making across the desk
Liquidity & Funding Analysis: monitor funding and liquidity metrics, identify emerging trends, and provide insights to support treasury management activities...
Portfolio Analytics: support the monitoring and analysis of ALM portfolios, including Profit & Loss (P&L), issuer limits, PV01, CS01, and other key portfolio risk metrics
Financial Modelling: develop, maintain, and enhance financial models used for portfolio analysis, scenario assessment, and investment decision support
Process Automation: build and maintain VBA- and Python-based tools to improve workflow efficiency, automate reporting processes, and strengthen analytical capabilities...
Portfolio Analytics: support the monitoring and analysis of ALM portfolios, including Profit & Loss (P&L), issuer limits, PV01, CS01, and other key portfolio risk metrics
Financial Modelling: develop, maintain, and enhance financial models used for portfolio analysis, scenario assessment, and investment decision support
Process Automation: build and maintain VBA- and Python-based tools to improve workflow efficiency, automate reporting processes, and strengthen analytical capabilities...
AI & Analytics Innovation: support the enhancement of Asset Liability Management analytics through the use of AI tools, Microsoft Copilot, and intelligent agents
Data Analysis: analyse funding, collateral, and balance sheet-related data to generate insights and support business decision-making
Process Automation: assist in automating and improving existing daily processes to enhance efficiency, accuracy, and scalability...
AI & Analytics Innovation: support the enhancement of Asset Liability Management analytics through the use of AI tools, Microsoft Copilot, and intelligent agents
Data Analysis: analyse funding, collateral, and balance sheet-related data to generate insights and support business decision-making
Process Automation: assist in automating and improving existing daily processes to enhance efficiency, accuracy, and scalability...