Liquidity Risk Manager AVP
Global investment bank seeks AVP Liquidity Risk Manager as part of their expanding Treasury function.
Liquidity Risk Management within Treasury Risk Management, is a part of the banks Group Risk Management division, and, as such, is responsible for providing independent challenge and oversight of the liquidity management practices undertaken by Treasury and the businesses.
In this capacity, the division sets the overall liquidity risk management framework, which includes the liquidity risk appetite and related limits, as well as all related liquidity risk policies and governance. Also responsible for designing Bank's liquidity stress scenarios, in addition to validating and challenging individual stress testing methodologies developed by Treasury.
• Oversight and validation of the Liquidity Management framework applied by Treasury, including the execution and documentation of a model validation process.
• Engaging with the IB business areas in order to build a strong mutual understanding of their liquidity risk drivers and potential risk mitigation strategies
• Developing liquidity risk limits and monitoring metrics to support the liquidity risk appetite
• Performing various "deep dive" liquidity risk assessments of business and Treasury activities
• Building out the liquidity risk management framework for the UK entities, including the London Branch
• Update and enhance related liquidity risk policies, including the Liquidity Model Risk Policy and the Stress Testing Policy, as well as contribute to the Individual Liquidity Adequacy Assessment Process ("ILAAP")
• Experience within a Treasury or a Liquidity Risk function of a universal or investment bank.
• Experience in internal liquidity stress testing development,
• High aptitude with respect to topical issues in liquidity regulation such as Basel III and CRD IV.
• Results driven attitude, with a strong desire to improve processes and practices where appropriate
• Strong sense of entrepreneurship, with an ability to work within a global team
• Ability to collaborate with team members across different time zones and cultures.
• Excellent communication and presentation skills.
• Strong analytical and problem-solving skills
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