- Refine methods used to quantify liquidity risks for the bank and aid in limit setting.
- Be involved in innovating new methodologies and refining current processes.
- Establish risk limits
- Work on projects pertaining to liquidity risk and the wider capital team
- Previous working knowledge of treasury or risk methodology.
- Fundamental knowledge of liquidity risk and a desire to be an SME in this area
- Quantitative background
- Advanced skills in Excel, SQL and Bloomberg