Liquidity Risk Manager

Posted 28 October 2019
Salary £75000 - £90000.00 per annum
LocationLondon
ReferenceBBBH95297_1572278773
Contact NameWilliam Shephard

Job description


Responsibilities:

  • Deputising for the Head of Liquidity Risk at relevant committees and forums, and therefore a high level of methodological, technical and systems expertise is required
  • Supporting the liquidity risk appetite process
  • Responsibility for analysing risk exposures and limit excesses in a timely fashion
  • Support the execution of the various Stress Testing exercises.
  • Work closely with Market Risk Management in London and in Madrid

Skills Required:

  • Extensive experience working within Liquidity Risk with a good understanding of IRRBB, Structured Products including FX and Market Risk
  • In depth knowledge of LCR, NSFR, Intraday Liquidity, Funding Planning and Liquidity Risk Models
  • Quantitative Degree from a Top University across Finance, Engineering or Economics
  • Excellent written and verbal communication skills alongside experience working with and presenting to C Level Staff