Liquidity Risk Analyst
This person will provide quantitative support to the liquidity risk function
This person will have experience preparing or reviewing the ILAAP document
About Our Client
My client is a leading international bank. This role is based in the City of London.
The key responsibilities for the Liquidity Risk Analyst will be:
- Develop and improve quantitative analysis tools to ensure robust controls are in place to manage liquidity risk.
- Provide key input into regulatory liquidity information and documentation (e.g. annual ILAAP document, review of regulatory returns, annual model validation)
- Assist in the implementation of a consistent EMEA-wide liquidity risk management framework
- Review and update relevant risk related policy / procedural documentation
- Pursue efficiency of balance sheet
- Prepare materials for committees, meetings to keep senior management up-to-date on key risk topics
The Successful Applicant
The successful Liquidity Risk Analyst will have experience working with:
- Various key policies for the Bank (ILAAP / RRP / Banking and Trading / ICAAP etc.)
- Liquidity stress tests to assess capital and liquidity adequacy
- Other internal stakeholders on various projects
- A Financial Services organisation within their Treasury department
What's on Offer
This is a permanent role based in the City of London. The salary is competitive and based on experience.