Liquidity Risk Manager - VP

Competitive
Permanent
London
08 Jul 2019
BBBH735530

Liquidity Risk Manager

  • Daily monitoring of liquidity risk profile and adherence to the firm's Liquidity Risk Appetite
  • Responsibility for second line review of liquidity risk management reports working closely with Front Office, Treasury and other support functions.
  • Escalation of any vulnerability in currency and maturity profile mismatches to management as well as careful monitoring of other controls to ensure the firm's liquidity risk profile is adequate.
  • Explanation of significant changes in liquidity risk
  • Be proactively involved in liquidity stress testing, scenario analysis and calibration of liquidity risk drivers at a firm level as appropriate.
  • Preparation of liquidity risk submissions to governance committees, e.g. Risk Management Committee, Board Risk Committee
  • Challenge and review of the firm's ILAAP, CFP, FTP and relevant Liquidity Risk policies
  • Keep up to date with all regulatory liquidity requirements and assist with compliance on an on-going basis. This involves pro-active engagement with other areas of the firm to share understanding of regulatory developments in the funding and liquidity space.

Functional / Technical Competencies:

Essential

  • Experience of liquidity stress testing
  • Experience of regulatory liquidity risk metrics (LCR, NSFR etc)
  • Good understanding of a broad range of capital markets products
  • Strong Excel spreadsheet skills

Preferred:

  • Database (Access and/or SQL) knowledge and/or Vendor systems

Education / Qualifications:

Essential

  • Degree or equivalent in a numerical / science based subject

Preferred:

  • CFA or equivalent post graduate professional qualification

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

Nicholas White's picture
Consultant | Risk Management Recruitment
London +00442070920201 | nwhite@morganmckinley.co.uk