Liquidity Risk Manager

  • Negotiable
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Nomura
  • 21 May 18 2018-05-21

An excellent opportunity for a Liquidity Risk Manager (Associate/AVP) to join the Treasury function here at Nomura. The individual will be member of the EMEA Liquidity Management team, primarily responsible for the oversight and control of internal and regulatory liquidity metrics in line with risk appetite, daily commentary on liquidity drivers and trends and liquidity forecasting.

Treasury operates across the three divisions of the Firm (Wholesale, Retail Brokerage and Asset Management) with responsibility for all aspects of unsecured funding and to manage liquidity and funding in accordance with board-mandated stress tests and in compliance with regulatory liquidity requirements.

Your role will include:

  • Daily commentary on liquidity drivers and trends, ensuring on-going compliance with risk appetite
  • Liquidity forecasting
  • Cross metric business level explain of liquidity drivers; Connecting the drivers of regulatory liquidity to the Firm's funds transfer pricing policy
  • Development and management of business level liquidity controls
  • New Product liquidity impact modelling
  • Scenario analysis and modelling for LCR
  • Close partnership with report production team (on and off-shore) who are responsible for report production
  • Involvement in UAT and impact analysis assessment of policy changes
  • Contribute to the annual attestation of regulatory liquidity interpretation
  • Support for annual regulatory deliverables including; ILAAP, RRP and SWD
  • Contribute to the future regulatory change agenda including PRA 110 and NSFR

Ideally you will have:

  • Bachelor degree.
  • Professional qualification in a relevant financial field or strong depth of experience in the financial services industry within a liquidity team
  • Technical capital markets business skills, ideally with knowledge of secured financing and derivatives transactions.
  • Deep technical knowledge of the EBA/PRA regulatory liquidity framework
  • Knowledge of liquidity best practices
  • Control mindset
  • Strong analytical skills.
  • Ability to influence all levels of seniority within Finance and the Global Markets division.
  • Impactful personality with strong interpersonal and communication skills.

Nomura has a transparent structure and culture that fosters collaboration and innovation, which provides for efficiency when making an impact in your role and building your reputation. Our offices are based on the banks of the Thames near Cannon Street/Monument, with excellent transport links and numerous onsite facilities, including a roof terrace bar/restaurant.