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Liquidity Risk Manager

Eingestellt von Aston Carter

Gesuchte Skills: Engineering, Client

Projektbeschreibung

My client requires a Liquidity Risk Manager to sit within the ALM team.

JOB PURPOSE

LIQUIDITY STRESS TEST FRAMEWORK (50%)

LIQUIDITY EARLY WARNING INDICATOR (EWI) FRAMEWORK AND MANAGEMENT INFORMATION (15%)

POLICY DOCUMENTATION AND INDIVIDUAL LIQUIDITY ADEQUACY ASSESSMENT (ILAA) (15%)

LIQUIDITY SYSTEM (15%)

AD-HOC TASKS (5%) Key Responsibilities/Accountabilities

- Ownership of the liquidity stress test regime
- Responsible for reviewing the bank's internal liquidity stress tests
- Re-engineering of the bank's internal liquidity stress tests (where required)
- Oversight of the stress testing required for regulatory purposes, including documentation of the stress test methodology and presentation to the business, as required
- Maintaining the business requirements documentation for the in house liquidity system
- Performing and managing the UAT and regression testing for the liquidity stress tests
- Responsible for the parameterisation of the liquidity stress tests including documentation, validation and backtesting.
- Responsible for any projects within the liquidity stress testing framework
- Ensuring the Bank meets the EBA's collateral requirements for liquidity
- Keeping abreast with developments within the banking environment specifically within liquidity and regulatory developments and with best practice for liquidity stress testing
- Ensuring that liquidity risk methodology and parameterisation is fully documented and socialised
- Contribute to the ILAA by documenting the Liquidity Risk Framework and providing analysis of the stress test results
- Contribute, where necessary, to the liquidity escalation process
- Extensive liaison with Treasury, Risk and the Business

PERSON SPEC

EXPERIENCE REQUIRED TO SUCCESSFULLY PERFORM THE ROLE:

- Good knowledge of banking products - both Assets and Liabilities
- In-depth knowledge of fundamental issues within liquidity risk management
- Stress Modelling
- Written and analytical skills
- Good quantitative and problem solving skills
- A clear and effective communicator - both written and oral
- Ability to deliver practical solutions in a demanding high-pressure environment

Knowledge, technical skills and expertise

- Stress Testing

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Aston Carter