Liquidity Risk Manager

  • £Commensurate
  • London, England, United Kingdom
  • Permanent, Full time
  • Barclay Simpson , EA Licence No: 11S4540
  • 25 Sep 16

Liquidity Risk Manager sought by leading global bank for role in Central London.

The Liquidity Risk Manager will support the Head of Liquidity Risk Management by providing technical and practical support in the following areas:-


  • Liquidity risk policies - liquidity risk appetite statement, EWI framework and stress testing methodologies.
  • Analysis and support to the elaboration of the liquidity stress testing, and its accurate parametrization.
  • Day to day risk monitoring of the Liquidity Risks (review of the Stress Test output, EWI, Risk concentration metrics, gap reports, etc.)
  • Monitoring IRRBB, contributing to the IRRBB methodology and providing support to the elaboration of the policy




  • Excellent quantitative and problem solving skills.
  • In depth knowledge of Liquidity Risk stress testing techniques.
  • Excellent knowledge of products in a dealing room context.
  • Ability to deliver practical solutions in a demanding high-pressure environment.
  • Flexibility to adapt to changing day-to-day priorities whilst simultaneously achieving longer term project based deadlines.
  • Excellent academic references up to and including degree level in a quantitative discipline, higher degree desirable