Liquidity Risk Modelling Manager
Salary £500 - £900 per day
Location City of London
Consultant Kirsten Carabott
Date posted 06 April 201811 Slingsby Place, St Martin's Courtyard London, WC2E 9AB Robert Walters United Kingdom
A well established financial services house based in London is looking for a Liquidity Risk Modelling Manager to join their Treasury Division to interpret the impacts of new liquidity/funding regulations on the banks business models and liquidity framework.
This position is aimed at the provision of technical leadership and broader Treasury Team Guidance, taking ownership and development of the funds transfer pricing and liquidity risk methodologies.
Key responsibilities in Liquidity Risk Modelling Manager role will include:
- Development and maintenance of the overarching methodologies for pricing funding and liquidity risk.
- Definition and build out of the Excel Model/system requirements for the FTP and liquidity risk methodologies.
- Integration of the FTP/liquidity risk pricing methodologies into the Treasury's P&L.
- Ownership of the Treasury's FTP and liquidity risk pricing policies.
- Assessing the banks key funding and liquidity risks and proposing the appropriate frameworks, methodologies and parameters to quantify this risk.
- Calibrated, back tested and demonstrate market expertise on all liquidity and FTP processes.
A successful application in the Liquidity Risk Modelling Manager will include:
- Professional qualification is preferred ( CFA, FRM, ACA etc)
- Previous exposure to implementation of FTP and liquidity risk models and methodologies as well as liquidity risk stress testing.
- Experience working in a Treasury, ALM, Liquidity risk and management of Treasury stakeholders.
If you are interested in this role, please apply directly to email@example.com /0207509 8447