Liquidity Manager

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Job Description
Summary
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This is a new permanent role in a well established challenger bank
This person will have experience in liquidity management & regulatory reporting

About Our Client

My client is a well established challenger bank. This role is based in the City of London but offers flexible working.

Job Description

The Liquidity Manager will be responsible for the following:

Help the delivery of the Bank's ILAAP, Funding Plan and the liquidity aspects of RRP. Drive high quality technical analysis and continuous improvement of these key regulatory documents.
Monitor liquidity daily. Identify and deliver plans to address any forecast shortfalls or surpluses, thereby ensuring that regulatory limits are always complied with and that liquidity costs are minimised within the limitations of risk appetite.
Co-ordinate meetings, to ensure that the spot and forecasted liquidity risk are fully understood and can be managed effectively.
Produce, collate, and develop management information for ALCo
Manage all liquidity modelling, forecasting and management information and drive the continuous improvement of all liquidity related processes.
Monitor market and regulatory developments; develop and implement plans to respond to changes.
Collaboration with key stakeholders to ensure all models/frameworks satisfy regulatory requirements, best industry practices and Bank's internal requirements.
Responsible for the monthly Funds Transfer Pricing (FTP) process, FTP forecasting and monthly MI
Design and build key FTP components
Develop and fine tune monthly process to calculate FTP charge applicable to all business units that are subject to FTP framework.
Supervise the production of FTP outputs for monthly review including reporting, journal production, margin analysis and supporting commentary.
Assess the impact of new products & projects, from an FTP perspective, effectively collaborating with multiple stakeholders across the organisation to deliver funding rates applicable to new products.
Manage and develop a Liquidity Analyst

The Successful Applicant

The successful Liquidity Manager will have/be:

Degree qualified in a quantitative discipline such as Mathematics or Finance or equivalent professional qualification
Knowledge of the regulatory environment related to liquidity management gained through significant experience of liquidity management at a UK or EU Bank
In depth knowledge of Quantitative Risk Management (QRM)
Knowledge of broader Asset and Liability Management principles and techniques
Robust awareness of the control environment requirements within financial services
Practical treasury modelling and reporting experience
Knowledge of Treasury markets, derivatives, and economics
Excellent data analysis and interpretation skills
Excellent verbal and written communication, presentation.
Excellent team player with ability to collaborate closely with all parts of the bank to deliver results
Well organized and able to prioritize workload in line with tight deadlines and work effectively