London, England, United Kingdom
The key responsibilities of the role include: Coordinating the ICARA working groups across the three UK investment firms, completing capital calculations, participating in stress testing workshops & taking final documents through governance review. Leading on the drafting of the European bank ILAAP including associated analysis and presenting documents to working groups and key governance committees (e.g. Board of Directors) Coordinating the implementation of the various suite of resolution tools required by European banks to meet EBA/SRB requirements Drafting annual Pillar 3 and MIFIDPRU disclosures across relevant Northern Trust EMEA regulated entities, working closely with key stakeholders to ensure accuracy of information prior to external publication. Maintaining and further developing the capital planning and the liquidity risk management tools used to manage the adequacy of Northern Trust capital and liquidity outside of the US. Working closely with business units and other support areas to evaluate new business initiatives and internal reorganisations to ensure the potential capital and liquidity adequacy implications are fully articulated and clearly understood by the key stakeholders. Assisting with the analysis and implementation of regulatory initiatives at the Basel, EU and local levels that impact capital and liquidity adequacy through the regulatory change tracking process; organising and leading monthly review meetings, review and approval of impact assessment and following up on outstanding items.
Providing regulatory advice in the banking and investment firm sector, focusing on prudential matters including capital and liquidity regulation.
Responsibilities: • Advising on the PRA’s approach to liquidity management, liquidity reporting and related prudential issues. • Advising on the bank authorisation process within the UK and the associated documentation required for the application submission. • Advising on both PRA’s and the FCA’s Supervisory Frameworks. • Assisting senior team members on building of new propositions and taking these to market. • Assisting senior team members with ensuring appropriate risk management procedures are undertaken on all engagements and helping with the financial management of these engagements. • Working on client proposals and pitching these proposals to existing and potential new clients of KPMG.
Responsibilities: • Delivery of a suite of internal MI reporting mainly liquidity risk, but also covering Treasury credit and market risk to various Forums & Committees and Senior Management • Provision of liquidity regulatory reporting • Ensure that control failures and breaches of policies within Treasury Risk’s control framework are reviewed and reported (including escalation to the CRO and to Executive Committee in line with the agreed event escalation process that is defined in each control framework). • Provision of MI to the Treasury Risk Oversight team for review and challenge within Treasury Risk • Effective communication and hand in/hand off with other stakeholders – including ALM, Treasury Operations, Treasury Finance, Operational Risk and Compliance.
This role exists to ensure timely and accurate measurement and reporting of risk measures relating to the BNZ balance sheet. It adds value to the management process by ensuring correct calculation of risk positions and monitoring against policy limits, as well as enhancing the understanding of the risk analytics underpinning the models, and by informing management of any potential risks in the balance sheet that may require action. I was responsible for the following: 1. Running the interest rate risk reporting models, analysing the resulting output and producing management reporting for local and group governance. 2. Providing oversight of Treasury’s weekly hedging process 3. Maintaining the interest rate risk model environment (including Kamakura risk system) 4. Maintenance of the LIFT Liquidity model, reconciliation of the LIFT balances to the General Ledger and the smooth operation of the LIFT reporting system and dependent spreadsheets. 5. Validating liquidity and funding models including assumption reviews and data analysis.