Local Knowledge Global Resources Specialist Consultants
- New York
- Hong Kong
Liquidity Risk AVP - Stress Models (Tier 1 Bank)
Location: London, England, United Kingdom
Tier 1 bank seeks 3 AVPs to join the Risk team in London to focus on the development of internal liquidity stress models, and to interpret the evolving regulatory environment for liquidity risk.
The team is also responsible for managing the limits framework related to funding and liquidity metrics.
The majority of the team's work is project based. Projects can centre on developing new assumptions and methodologies for individual products and business lines, or new scenarios. All projects involve problem solving and analysis to propose a new approach.
Successful candidates will have exposure to investment banking products, knowledge of market risk and/or liquidity risk, strong analytical skills and excellent Excel skills (VBA is desirable). If you do not have liquidity risk experience, you will be expected to read around the subject matter and have a genuine interest in moving into this area.