VP – Liquidity Risk Management, Investment Bank recruitment
Role
The Liquidity Management team works proactively with the business and Group Treasury, in order to provide effective liquidity risk oversight and optimisation of balance sheet, funding and liquidity resources, in the context of regulatory and internal risk appetites.
It is responsible for measuring and managing liquidity risk, whilst also acting in an advisory capacity to trading desks and the divisional executive.
It owns and updates policies for liquidity management, devises methodologies for incorporating funding and liquidity costs within product pricing, is responsible for derivation of cash flows under normal and stressed scenarios, and proposes management actions for business delivery against key balance sheet, funding and liquidity targets
Experience
• Broad and deep knowledge of banking trading businesses from Finance, Product, Treasury or Risk perspective
• Familiarity with credit/liquidity risk, finance processes, funding or other ALM perspective desirable
• Understanding of key funding issues, client pricing mechanisms, Asset and Liability Management especially Liquidity desirable
• Good working knowledge of both the current and prospective regulatory rule book as this pertains to Liquidity.
• Academically strong background
• Accountancy, Treasury qualification or MBA Finance desirable but not essential