Responsibilities

• Development of framework that links existing liquidity risk policy to a more detailed view of the bank’s UK’s balance sheet.

• Development of liquidity stress testing models, Generation of liquidity stress test scenarios and analysis of results.

• Development and implementation of liquidity contingency plans

• Organize periodic reviews of the liquidity contingency plans reflecting the results of updated scenario/stress analysis.

• Ongoing review of key financial market data to assess level of liquidity risk in the market.

• Enhanced reporting to UK ALCO of the UK Group’s liquidity position, trends and changes in liquidity profiles for each entity and group-wide. 

• Ensuring there are strong linkages in liquidity risk between regulatory reporting, local oversight reporting, and global reporting.

• Maintaining close relationships with regulators and industry bodies

Experience

• Proven track record within liquidity risk, developing stress testing/scenarios

• Solid Understanding of secured (e.g. Repo, Stock Borrowing/Lending) and unsecured financing arrangements, including settlement process, haircuts, collateral arrangements, etc.

• Solid understanding of capital markets products esp in fixed income

• Educated to degree level in numerical subject.

• Likely to have strong accounting background

• Financial modelling skills (balance sheet, p&l’s, cash flows)