Banking - Liquidity Risk Manager

ROLE

My client is looking for an experienced Liquidity Risk Manager to join their Asset and Liability Monitoring (ALM) team.

ALM works as part of a larger team comprising of the following three functions

- Regulatory Reporting
- Capital Management
- ALM

ALM is primarily focussed on Liquidity Governance, Reporting and the Measurement of Liquidity Risk.

RESPONSIBILITIES

- Development, maintenance and socialisation of the Bank's liquidity stress test framework.
- Ongoing development of the methodology for the internal stress test and proposing changes to the methodology
- Perform and managing the UAT and regression testing for the liquidity stress tests
- Provide proposals for any add-ons to the liquidity stress test
- Ensure that any new products are included correctly within the internal stress test
- Maintain the business requirements documentation for the liquidity stress tests for the internal liquidity system.
- Provide the relevant liquidity risk sections for the firms ILAA.
- Contribute to the ILAA by documenting the Liquidity Risk Framework and providing analysis of the stress test results.

KEY SKILLS

- Strong experience within Stress Testing
- Must be a qualified Accountant
- Good knowledge of banking products both Assets and Liabilities
- In-depth knowledge of fundamental issues within liquidity risk management
- A clear and effective communicator
- Ability to deliver practical solutions in a demanding high-pressure environment