Liquidity Risk VP - Top Tier US bank Liquidity Risk VP - Top Tier US bank …

Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 01 Aug 21
80,000 - 100,000
Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 01 Aug 21
80,000 - 100,000
Posted by:
James Thompson • Recruiter
Posted by:
James Thompson
Recruiter
A leading banking in London is looking to expand the global Liquidity oversight team.

Responsibilities:

-Produce and Analyse models to stress Liquidity Risk of Derivatives portfolios, Prime Finance Business, and Secured Finance products under multiple scenarios, identify key drivers, and work with the Desks to monitor, mitigate and reduce risks

- Produce and Analyse Derivatives Ratings Downgrade Provisions, Margin requirements, and other Liquidity aspects Derivative portfolios

- Analyse the impact of new regulations to our bank and corporate chain legal entities for the Markets business

- Analyse and calculate impact of SLR, LCR and NSFR in Derivatives, SFT and Prime Finance portfolios

- Participate in Collateral Management work streams and collaborate in the stress-testing process and modelling

- Partner with Legal, Finance Desks, Operations, and other teams across Citi to execute on Derivatives and SFT deliverables

- Act as a liaison to the business/legal/regions, and interface with senior managers of Treasury and Regulators in various Treasury aspects

-Preparing materials and participating in regulatory reviews- ILAAP etc

- Independently handle ad hoc analyses from management and businesses

Experience:

 

- 5-7 years of experience, preferably within Financial Services

- High energy style with the ability to work independently and multi-task in a fast pace environment

- Ability to interact with all levels of management, strong interpersonal and communication skills (written and verbal)

- Knowledge of Treasury, Secured Funding Transactions, Derivatives and Prime Finance recommended

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