Liquidity Risk Manager AVP/VP

Competitive
Permanent
London
13 Jan 2020
BBBH750648

Global bank seeks a Manager level Liquidity risk Manager as part of its expanding risk function.

We are recruiting for a Risk manager position to join the Liquidity Risk team in our London office.

We're passionate about helping people and businesses prosper and we strive to be simple, personal and fair in everything we do. That's why we've built a culture of respect, where everyone is empowered to keep their promises and go above-and-beyond for our customers, colleagues and the communities we serve.

Responsibilities will be

  • Deputising for the Senior Manager at appropriate committees and forums, and therefore a high level of methodological, technical and systems expertise is required.
  • Development and ongoing maintenance of the Liquidity operating model (e.g. policies, procedures, systems, methodology).
  • Production of management information (timeliness and integrity).
  • Contribute to Liquidity risks identification, assessment and resolution captured under the Risk Control Self-Assessment (RCSA) programme.
  • Assist in the definition of specific Liquidity limits and responsible for their control and monitoring.
  • Support the execution of the various Stress Testing exercises.
  • Support the Corporation on any improvement or project plan for Liquidity risk

Key skills

  • In depth knowledge and prior BAU reporting of IRRBB/ Structural FX, such as (Re-pricing GAP, NII, EVE).
  • In-depth knowledge and prior BAU reporting of Liquidity risk, such as (Liquidity Horizon, Funding GAP, scenario stress testing, LAB, LCR, NSFR, EWI's, Intra-day liquidity, asset encumbrance).
  • Independent ability to work and adhere to tight deadlines, with a sound knowledge of Structural and Liquidity risk models, methodologies and regulation applying best practice principles.
  • Ability to communicate complex ideas to Senior Management in an efficient and clear manner.
  • Excel/VBA knowledge required.

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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