Liquidity Risk Manager

Recruiter
Goodman Masson
Location
London
Salary
500.00 GBP Daily
Posted
21 Jul 2017
Closes
18 Aug 2017
Function
Consultant
Contract Type
Permanent
Hours
Full Time

Liquidity Risk Manager

The overall rationale for the role is to help the Balance Sheet Management team with the significant ICB related challenges of creating a standalone Treasury function. The role will be focused specifically on Liquidity & Funding and will both allow the existing team to work on ICB issues and itself tackle the some of the challenges. The Liquidity team is already right-sized for post ICB which is where the resource shortage occurs. In terms of a profile we would be looking for an experienced candidate for 12 months to see us through the peak period.

A mixture of areas and topics which involvement is expected are listed below, some of these may be at risk without the additional resource:

  • Generation and application of stress test scenarios to cover the liquidity / funding position and the funding plan
  • Challenge and develop the assumptions used for liquidity cash flow modelling
  • Development of risk appetite
  • Enhance the liquidity / funding risk framework and implement additional limits and metrics where required
  • Reverse stress testing
  • Identification and quantification of recovery options
  • Contribute to derivatives initiatives such as explain, controls and forecasting

Top 3 Evaluation Criteria

1) Experience of liquidity risk management

2) A background within treasury

3) Banking experience essential