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Liquidity Risk Manager, ALM

Eingestellt von Aston Carter

Gesuchte Skills: Engineering

Projektbeschreibung

Working within the ALM team, the Liquidity Risk Manager will assume day to day responsibility for the maintenance and development of the liquidity stress test framework comprising the stress testing methodology, parameterisation, add-on and calibration of the internal stress test. This will include ongoing development of the methodology for the internal stress test and proposing changes to the methodology, ensuring these are socialised and agreed with Risk, Treasury and the business prior to being proposed to CapCom (ALCO).

The core job purpose will be to:
* Work with other members of the ALM team to ensure that the results of the internal stress test are correctly reflected in the EWI framework and in the Management Information
* Maintain the documentation for the Liquidity Stress Test Methodology at both a summary and detailed level and provide the relevant liquidity risk sections for the firms ILAA
* Maintain the business requirements documentation for the liquidity stress tests for the internal liquidity system
* Take responsibility for the development and roll out of changes to the stress test methodology with core interaction with the IT function
* Take responsibility for ad hoc tasks within ALM and within the wider Regulatory, Capital Management and ALM Team.

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 any projects within the liquidity stress testing framework
* Ensuring the Bank meets the EBA's collateral requirements for liquidity
* 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
* Extensive liaison with Treasury, Risk and the Business

Person Specification
* Qualified accountant with relevant experience
* Good knowledge of banking products - both Assets and Liabilities
* In-depth knowledge of fundamental issues within liquidity risk management
* Clear communication skills to liaise with senior stakeholders across the business
* Ability to deliver practical solutions in a demanding high-pressure environment

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

  • Kategorie:

    Ingenieurwesen/Technik

  • Skills:

    engineering

Aston Carter