Manage funding and liquidity to improve funding structure and reduce liquidity management cost while ensuring compliance of liquidity ratios including LCR, NSFR, LDR, etc.
Manage commercial book interest rate risk to improve NII/NIM and control volatilities through active market outlook and balance sheet/NII forecast
End to end FTP management
Capital management and ICAAP
Prepare ALCO materials and track execution of ALCO decisions
This role serves as the Finance lead for the successful implementation of the Internal Ratings-Based (IRB) approach for credit risk under the Basel framework, ensuring IRB model outputs are effectively embedded into key Finance activities like capital planning, stress testing, performance analysis, and regulatory reporting.
Responsibilities
Lead Finance’s role in the end-to-end implementation of the IRB approach for credit risk.
Ensure IRB model outputs are integrated into financial planning, capital forecasting, and performance management.
Support the integration of IRB metrics into pricing, profitability, and capital allocation frameworks.
Oversee the implementation of risk-based pricing models, including coordination with consultants, stakeholder engagement, training, and handover.
Provide Finance input for ICAAP, stress testing, capital optimization, and regulatory reporting processes.
This is a senior policy role for an experienced prudential specialist. Lead the development/enhancement of high-impact prudential policy, exercise significant regulatory judgement, and shape how prudential standards are interpreted and applied across FCA-regulated firms.
Locations (3)
Edinburgh, Scotland, United Kingdom
Leeds, West Yorkshire, United Kingdom
London, London, United Kingdom
Compensation
Salary: National (Edinburgh and Leeds) ranging from £59,100 to £90,800 and London from £64,900 to £99,700
Responsibilities
Lead the design, review, and enhancement of FCA prudential regimes, including IFPR/MIFIDPRU, MIPRU, IPRU, and prudential standards for payments, e-money and cryptoasset firms
Conduct deep qualitative and quantitative analysis of prudential risks, capital and liquidity adequacy, and firm behaviour to inform policy decisions and senior leadership advice
A leadership role accountable for the design, integration and effective operation of IBAL’s capital adequacy, enterprise stress-testing and financial-resilience framework and team.
Responsibilities
Lead IBAL’s capital adequacy, risk identification and stress-testing frameworks.
Lead the Stress Test Steering Committee agenda and associated action program
Provide independent 2nd Line challenge.
Embedding Stress-testing and capital-management challenge.
Embed stress insights in capital, risk appetite, recovery and material business decisions.
Requirements
Tertiary qualification with a financial focus (Mathematics/Econometrics/Statistics)
Support the ICAAP / Stress Testing unit in the execution and ongoing improvement of the Bank’s enterprise-wide stress testing programme while developing practical knowledge of enterprise risk management.
Responsibilities
Assist with data collection, preparation, validation and scenario execution for stress testing, risk appetite, ICAAP and related risk exercises
Prepare accurate and timely analysis, working papers and presentation materials
Coordinate with Finance, Risk, Business, Treasury and other stakeholders to obtain complete, accurate and timely inputs
Perform data-quality checks, reconciliations, variance analysis and reasonableness reviews
Support the analysis of stress-test impacts on capital, profitability, credit quality and key risk indicators
Requirements
Bachelor’s degree in Finance, Economics, Accounting, Statistics, Mathematics, Data Analytics or a related discipline
Support the bank’s second line of defense by independently identifying, assessing, monitoring and reporting credit, liquidity, market and interest rate risks.
Responsibilities
Perform independent credit analysis for new transactions, renewals and portfolio reviews
Prepare clear risk assessments and recommendations for the relevant credit approval bodies
Calculate, review and document expected credit loss provisions under IFRS 9
Monitor portfolio quality, credit deterioration, watchlist exposures and concentrations
Monitor the bank’s liquidity position, limits, early warning indicators, funding profile and key regulatory metrics
Requirements
Bachelor's degree in finance, economics, mathematics or related field
Nice to have: Master’s degree in finance, economics, mathematics
Solutions Specialist Pre‑Sales Representative Senior helping sales understand customer needs and shape risk solutions for FIS Capital Markets.
Responsibilities
Lead customer discovery, executive presentations, workshops, product demonstrations, requests for information and proposals, and proofs of concept.
Design end‑to‑end solution architectures, including integration, deployment and customisation approaches that meet business and technical requirements.
Support sales strategy by assessing solution fit, identifying gaps and positioning FIS risk solutions against customer needs and competing offerings.
Work with Product Management, Professional Services, Development and Sales to scope solutions, support customer handovers and share market feedback.
Act as a trusted adviser, mentor less experienced pre‑sales colleagues and share best practices across international teams.
Requirements
Nice to have: financial technology company experience
Nice to have: additional language relevant to the region
Monitor market developments, supervisory feedback, and emerging cross-sector risks, translating these into proportionate policy responses
Engage extensively with Supervision, Enforcement, Data, HM Treasury, industry bodies and firms, including leading consultations and representing the FCA externally
Provide technical advice and briefings to senior management, support colleagues across the organisation with interpretation and application of policy and offer guidance to firms on compliance with new or amended rules
ALM Capital Manager - SecondmentRenault Group · Maple Cross, United Kingdom