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Manager, Liquidity Interest Rate Risk, Trade Floor Risk

eFinancial Careers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Job Summary

  • London
  • Permanent
  • BBBH812932
  • Apr 13, 2022
  • Competitive
Job Description Global bank seeks a Liquidity Risk Manager to cover Interest Rate Risk on the secured and unsecured funding desks. Role offers broad business exposure based on the trading floor. Purpose Oversight of liquidity risk of London subsidiary and branch including secured and unsecured funding desks, interest rate risk from banking books Accountabilities Support all aspects of Liquidity Risk Management including monitoring, forecasting, stress testing and advising on liquidity risk exposure. Monitor and report on interest rate risk for banking books including Economic Value, Annual Income and stress testing. Support liquidity stress testing framework, including annual review of parameters. Work with global Liquidity Interest Rate Risk team and ensure liquidity risk management is consistent with global policies. Support maintenance of liquidity documentation (including Liquidity Stress Testing Framework and ILAAP) Support enhancements in liquidity risk management to comply with changing regulations Ad hoc liquidity analysis Monitor and report market risk of treasury HQLA portfolio. Enhance excel-based reporting tools and lead transition to automated solutions. Understand how the Banks risk appetite and risk culture should be considered in day-to-day activities and decisions. Creates an environment in which his/her team pursues effective and efficient operations of his/her respective areas, while ensuring the adequacy, adherence to and effectiveness of day-to-day business controls to meet obligations with respect to operationalrisk, regulatory compliance risk, AML/ATF risk and conduct risk, including but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Code of Conduct. Builds a high performance environment and implements a people strategy that attracts, retains, develops and motivates their team by fostering an inclusive work environment; communicating vison/values/business strategy and managing succession and developmentplanning for the team. E
  • Focus is on treasury and liquidity risk in London (Collateral Management and Funding and treasury desk)
  • London typically runs a balance sheet of ~$20bn+.
Education / Experience Examples: Cross asset product knowledge, including Fixed Income and Money Markets such as loan, deposits, bonds and repos.
  • A basic understanding of UK/EU liquidity regulations; liquidity aspects of CRD IV (LCR, NSFR, AMM)
  • Good knowledge of IRRBB metrics (AI and EV), liquidity risk metrics (LCR, stress testing, NSFR)
  • Degree in economics/finance/numerical or a quantitative discipline
  • 3 years related experience in risk management or direct experience in the financial industry.
  • Strong numerical and computational skills required particularly in MS Excel, thorough understanding of VBA.
  • Excellent interpersonal, communication and leadership skills required.
  • Ability to work in a fast pace environment with multiple priorities
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative. BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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