Treasury Risk Analyst recruitment

A leading Global Investment Bank seeks a Treasury Risk Analyst, 3 month contract to start ASAP

Treasury Risk Reporting and Analysis is seeking an individual whose responsibilities will be to focus on Liquidity risk reporting and analysis for Western European bank chain entities and businesses and transfer pricing across Western Europe. The position will work closely with the Corporate Treasury, Treasury Risk Managers, Finance, and OT.

Key Responsibilities:Data Integrity
* Review the static data within both CALM (Daily Liquidity Processors) and SMART (Month End Financials), to ensure accuracy of counterparty level information.
* Liaise with IT to ensure that mapping tables and assumptions within CALM are accurate and up to date.System Enhancements
* Review the current workings of the Liquidity systems and processes to identify and improve capacity
* Work with IT to bring the European Liquidity Processor (CALM) up to a suitable standard that will allow it to automate certain liquidity reports such as SFS, Core Deposits, Stress Scenario'sLiquidity Reporting (MAR MCO)
* Production and analysis of daily MAR and MCO reports and data that is feeding into them to ensure accuracy.
* Alignment of assumptions and methodology across MAR, MCO, stress testing, cash capital and liquidity premium.Market and Balance Sheet Ratios
* Analysis and commentary on movements in the cash capital ratios for Europe
* Understand the constituent parts of the cash capital calculation, develop and agree
* Document initiatives to improve cash capital
* Analysis and commentary of other key balance sheet ratios reported to ALCO

Qualifications:
* Experience in a major international banking environment
* Several years of relevant finance, risk management/analytics, reporting experience. Treasury knowledge is a plus.
* A good knowledge of liquidity risk management practices is preferred but not essential
* Excellent communication and presentation skills both written and verbal
* Strong database and spreadsheet skills will be required
* Strong analytical skills will be needed
* Working to tight deadlines is a must
Experience of FSA Liquidity Regulatory and Basel III Liquidity Reporting is preferable