| London Jobs |
| Manchester Jobs |
| Liverpool Jobs |
| Nottingham Jobs |
| Birmingham Jobs |
| Cambridge Jobs |
| Glasgow Jobs |
| Bristol Jobs |
| Wales Jobs |
| London Jobs |
| Manchester Jobs |
| Liverpool Jobs |
| Nottingham Jobs |
| Birmingham Jobs |
| Cambridge Jobs |
| Glasgow Jobs |
| Bristol Jobs |
| Wales Jobs |
| Oil & Gas Jobs |
| Banking Jobs |
| Construction Jobs |
| Top Management Jobs |
| IT - Software Jobs |
| Medical Healthcare Jobs |
| Purchase / Logistics Jobs |
| Sales |
| Ajax Jobs |
| Designing Jobs |
| ASP .NET Jobs |
| Java Jobs |
| MySQL Jobs |
| Sap hr Jobs |
| Software Testing Jobs |
| Html Jobs |
| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
management to bring together the varying aspects of intraday liquidity risk. This position has a key focus on enhancing the Treasurys intraday liquidity platform, RIVA, which provides real time liquidity visualisations and can be used to perform bothfunding and liquidity analytical assessments. Key Responsibilities:Provide data solutions and recommendations to optimise funding, intraday liquidity usage whilst supporting the right sizing of risk appetite stress buffer calibrations. Work with Cash Management teams to determine intraday liquidity usage drivers and work towards implementing an internal charging mechanism. Implement the appropriate processes and metrics to enable the Bank to understand the impact of credit and liquidity limits on intraday liquidity usage. Work with the RIVA Product Owner on new business requirements, defects and rolling out to new users. Collating and producing relevant reporting of intraday liquidity performance and key risk indicators including the tracking of the Banks globally important Financial Market Infrastructure relationships. These are reports that would be presented to senior internalcommittees e.g, entity ALCos, Intraday PSC etc. Propose and prototype enhancements to intraday calculation and methodology. Engage with the Banks global businesses on their intraday liquidity profile - making recommendations to optimise its usage. The role holder will be a key figure in delivering improvements to the intraday liquidity risk measurement across the Group from identification,design, governance, and documentation. Key Requirements: Good understanding of global regulations on Intraday Liquidity. This includes locally to the UK however having a broader view in financial markets where has a large presence is desirable. Demonstrated experience with Intraday Liquidity either in Treasury, Cash Management or Front Office. Is a strong communicator (verbally and in written form) as role will involve partnering with key internal stakeholders influencing intraday liquidity usage. Is equally comfortable to work on their own and part of a broader team within Treasury. Has excellent analytical skills, is able to interpret data and summarise key messages succinctly. Has good familiarity of Microsoft Excel, PowerPoint, and Word. Has good organisational skills as the work is varied and can be demanding on competing initiatives at the same time. Understands how the major global financial markets operate with a specific lens of how settlement drives intraday liquidity usage within them. Can implement and follow through on recommendations. Building and maintaining strong partnerships with key stakeholders across the bank. Very strong quantification and technical skills. Programming skills and exposure to Qlik sense advantageous .