Senior Liquidity Risk Analyst recruitment
This senior role combines BAU and change elements: participating in the FSA liquidity returns process, acting as principal point of contact between treasury and regulatory departments, developing initiatives to improve processes and forming and maintaining policies and procedures.
Additional responsibilities:
• Reconciliation between internal stress models and regulatory reporting liquidity model
• Interpretation and business partnering on BIPRU 12
• Forecasting future liquidity requirements on an individual currency basis with detailed explanations around fluctuations and variances.
• Assist with the analysis on the costs of holding the liquidity pool and ensuring the allocation to the associated line of business.
Requirements:
• Broad experience of investment banking treasury, products and regulatory requirements
• Detailed knowledge of FSA liquidity reporting under BIPRU 12
• Good understanding of the principles of liquidity risk management.
• Advanced software skills including graphing and modelling.