Treasury Risk Analyst

  • Job Reference: R-00144885
  • Date Posted: 1 September 2021
  • Employer: RBS
  • Website: http://www.jobs.rbs.com
  • Location: Gurugram
  • Salary: On Application
  • Sector: Accounting, Banking & Financial Services
  • Job Type: Full Time

Job Description

Join us as a Treasury Risk Analyst

  • You’ll be influential in maintaining and developing a strong second line of defence across our Treasury function
  • We’ll look to you to support the engagement with Risk functions to understand their respective requirements and strategic developments and deliver on the business’s responsibilities
  • This is an intellectually challenging role, where you’ll be able to hone your experience of market risk and advance your career

What you'll do

In your new role, you’ll make sure that Treasury activities comply with the bank’s risk appetite and the risk management standards requested by our stakeholders. We’ll look to you to develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages.

You’ll also be:

  • Keeping up-to-date with the regulatory environment in which the bank operates and helping to assess and implement any changes in the risk management framework
  • Supporting the articulation of risk appetite and limit frameworks in liaison with first line Treasury functions and governing bodies, at legal entity and divisional level for market risk
  • Supporting stress testing of relevant portfolios and bespoke stress tests based on market conditions
  • Reviewing and challenging current risk methodologies and portfolio make up
  • Preparing risk limit proposals to be submitted to senior management within Treasury and our respective Risk functions

The skills you'll need

We’re looking for someone with experience within a market risk function, ideally with exposure to and an understanding of capital, market or credit risk practices.

You’ll also need:

  • An understanding of financial products
  • Knowledge of risk metrics and value at risk
  • Strong written and verbal communication skills
  • Strong Excel skills