One the industry’s largest banking and investment management groups have instructed us to commence the search for someone to join their EMEA Treasury team in London. This interesting role focuses on Liquidity stress testing and Policy but provides the opportunity for you to also look at liquidity adequacy, recovery planning, and interest rate risk management. Hybrid working available.
Role Description
Manage the delivery of the ILAAP and Liquidity sections of the firm’s ICARA. Manage the Liquidity stress testing and reverse stress testing exercises. Reporting and monitoring of liquidity risks according to defined Liquidity Risk Policies. Provide team with updates on regulatory developments in the UK, EU and US and the impact on Liquidity and stress testing. Manage the oversight of stress testing including the challenge of all Pillar 1 and Pillar 2 liquidity calculations, as well as oversight of all liquidity stress testing results production processes. Supporting activities in recovery planning, and interest rate risk management. Role Requirements
Degree educated in a relevant numerate subject. Previous experience gained working in a broker dealer / banking treasury environment ideally also with some non-banking FI exposure as well. Knowledge of LCR, NSFR and, EMEA regulations around Liquidity and Capital CRR/CRD and EBA Guidelines. Product experience ideally in the following areas: FX, interest rates and repo/reverse repo. Strong numeracy and, modelling and analytical skills. VBA, SQL and Alteryx preferred. Strong attention to detail and ability to follow through on tasks with good time management and organisational skills.
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Manage the delivery of the ILAAP and Liquidity sections of the firm’s ICARA. Manage the Liquidity stress testing and reverse stress testing exercises. Reporting and monitoring of liquidity risks according to defined Liquidity Risk Policies. Provide team with updates on regulatory developments in the UK, EU and US and the impact on Liquidity and stress testing. Manage the oversight of stress testing including the challenge of all Pillar 1 and Pillar 2 liquidity calculations, as well as oversight of all liquidity stress testing results production processes. Supporting activities in recovery planning, and interest rate risk management. Role Requirements
Degree educated in a relevant numerate subject. Previous experience gained working in a broker dealer / banking treasury environment ideally also with some non-banking FI exposure as well. Knowledge of LCR, NSFR and, EMEA regulations around Liquidity and Capital CRR/CRD and EBA Guidelines. Product experience ideally in the following areas: FX, interest rates and repo/reverse repo. Strong numeracy and, modelling and analytical skills. VBA, SQL and Alteryx preferred. Strong attention to detail and ability to follow through on tasks with good time management and organisational skills.
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