Liquidity Risk Analyst recruitment
Responsibilities
• Developing and implementing liquidity risk policy across the entire UK group.
• Analysing and quantifying risks in retail, corporate and wholesale products, particularly relating to counterparty behaviour and treatment under internal and regulatory liquidity regimes.
• Recommend and implement improvements to risk analytics and reporting, thus improving the risk decision making process.
• Develop liquidity and funding stress tests
• Improve liquidity risk measurement practices.
• Working with other business areas in Risk, Retail and Corporate Divisions and Financial Markets, and support Market Risk management in business or departmental wide initiatives.
• Providing analysis for work with external parties such as regulators and ratings agencies.
Skills
- Education to degree standard in a quantitative or business subject (e.g. Mathematics or Economics), or equivalent.
- Exposure to liquidity risk management and counterparty behaviour risks in particular.
- Relevant IT skills including good working experience of Excel.
- Previous liquidity risk management experience, including understanding of common metrics, and the current regulatory and compliance environment (eg: ILAS and Basel).
- Good financial product knowledge (Commercial and Wholesale Banking).
- Understanding of financial risks, particularly liquidity risk.