Market & liquidity risk Analyst Market & liquidity risk Analyst …

Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 17 Sep 21
60000
Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 17 Sep 21
60000
Posted by:
James Thompson • Recruiter
Posted by:
James Thompson
Recruiter
A leading small bank is looking to hire into their risk team covering Market, Liquidity & operational risk based in London.

The role:

Provision of accurate, timely and relevant Market Risk reports which include Value at Risk, Hedge Prescription and FX reports on a daily basis highlighting any significant movements and/or breaches in limits as per latest Board approved policies.

Ensuring compliance with the Bank’s Trading Book Policy Statement, Interest Rate Risk in the Banking Book Policy and Liquidity Systems and Controls Policy and to promptly report any breaches
Provision of Market Risk reports to Group Market Risk on a monthly basis, including GALCO stress tests for the Trading Book, Banking Book and Liquidity

Provision of accurate, timely and relevant Liquidity Risk reports on a daily basis highlighting any significant movements and/or breaches in limits or Early Warning indicators
Provision of accurate, timely and relevant Liquidity Stress Testing reports on a daily/monthly basis
Provision of accurate, timely and relevant reports on the status of the investment book (Bonds/FRNS) on a weekly basis, highlighting any significant movements

The suitable candidate:

Knowldege & experince in Market & Liquidity risk 

Appriciation of operational risks

Excellent stakeholder skills

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