Senior Manager- Liquidity Risk
Senior Manager - CMF & Liquidity Risk
We are working with a leading international bank ,seeking a Senior Manager - CMF & Liquidity Risk to join its UK risk function, supporting a busy trading floor and London branch Treasury activities.
Senior Manager - CMF & Liquidity Risk
We are working with a leading international bank ,seeking a Senior Manager - CMF & Liquidity Risk to join its UK risk function, supporting a busy trading floor and London branch Treasury activities.
The role sits in the second line of defence, working closely with Front Office, Treasury, Finance and global Risk teams.
Key responsibilities • Provide oversight of London branch liquidity risk, including governance, policy addenda and framework enhancements
- Review and challenge liquidity stress testing methodologies, assumptions and scenarios
- Oversee Treasury and ALM activities, including IRRBB and structural FX risk
- Monitor daily limits and exposures for CMF and Treasury desks, and review ad-hoc limit changes and annual business reviews
- Produce, review and enhance liquidity and treasury risk MI for senior management and ALCO
- Review and challenge VaR and stress test results to ensure risks are appropriately captured
- Strong understanding of UK and European regulatory frameworks for liquidity and ALM (e.g. LCR, NSFR, PRA/EBA expectations)
- Hands-on experience with liquidity reporting, stress testing and balance sheet risk
- Good knowledge of fixed income and money market products, short-term funding and collateralised funding
- Solid understanding of market risk concepts such as VaR and stress testing.
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
This listing is from reed. View original listing ↗