Liquidity Risk Management – VP

  • Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Greenwich Atlantic Associates
  • 13 Mar 19

My client, a top tier investment bank, is actively looking for a liquidity risk specialist to join their Treasury Risk team. The role will be split between stress testing validation, scenario design and deep dive analysis.

The Role

In this role you will have the following responsibilities:

  • Oversight and validation of the Liquidity Management framework applied by Treasury, including the execution and documentation of a model/non-model estimate validation process
  • Engagement with the business areas in order to build a strong mutual understanding of their liquidity risk drivers and potential risk mitigation strategies
  • Ongoing development of liquidity risk limits and monitoring metrics to support the liquidity risk appetite
  • Performing various deep dive liquidity risk assessments of business and Treasury activities

The Candidate

The ideal candidate will have:

  • Proven experience within a Treasury or a Liquidity Risk function within financial services
  • Experience in internal liquidity stress testing development
  • High aptitude with respect to topical issues in liquidity regulation such as Basel III and CRD IV
  • Results driven attitude, with a strong desire to improve processes and practices where appropriate
  • Strong sense of entrepreneurship, with an ability to work within a global team

Please contact: paul.walton@greenwichatlantic.com for more information