Liquidity Risk Manager - London, United Kingdom,
As a Structural & Liquidity Risk Manager your main responsibilities will be
- Deputising for the Senior Manager at appropriate committees and forums, and therefore a high level of methodological, technical and systems expertise is required.
- Development and ongoing maintenance of the Structural & Liquidity operating model (e.g. policies, procedures, systems, methodology).
- Production of management information (timeliness and integrity).
- Contribute to Structural & Liquidity risks identification, assessment and resolution captured under the Risk Control Self-Assessment (RCSA) programme.
- Assist in the definition of specific Structural & Liquidity limits and responsible for their control and monitoring.
- Support the execution of the various Stress Testing exercises.
- Support the Corporation on any improvement or project plan for Structural & Liquidity risk acting as a main point of contact for SLB.
- Close ongoing liaison with Madrid and Group Banking market risk.
Minimum skills and experience required
- In depth knowledge and prior BAU reporting of IRRBB/ Structural FX, such as (Re-pricing GAP, NII, EVE).
- In-depth knowledge and prior BAU reporting of Liquidity risk, such as (Liquidity Horizon, Funding GAP, scenario stress testing, LAB, LCR, NSFR, EWI's, Intra-day liquidity, asset encumbrance).
- Independent ability to work and adhere to tight deadlines, with a sound knowledge of Structural and Liquidity risk models, methodologies and regulation applying best practice principles.
- Ability to communicate complex ideas to Senior Management in an efficient and clear manner
- Excel/VBA knowledge required.