My client a Tier 1 Investment Bank is seeking a Liquidity Risk Specialist to join their Risk management division. This role sits specifically within their Treasure risk function. You will be providing oversight and validation of the Liquidity Management framework applied by Treasury, including the execution and documentation of a model/non-model estimate validation process. Successful candidates should have extensive liquidity risk management, validation as well as governance.

Responsibilities

• Oversight and validation of the Liquidity Management framework applied by Treasury, including the execution and documentation of a model/non-model estimate validation process
• Closing engagement with the Corporate & Investment Banking business areas in order to build a strong mutual understanding of their liquidity risk drivers and potential risk mitigation strategies
• Ongoing development of liquidity risk limits and monitoring metrics to support the liquidity risk appetite
• Performing various deep dive liquidity risk assessments of business and Treasury activities
• Building out the LRM framework for the UK entities, including the London branch
• Updating and enhancing related liquidity risk policies, including the Liquidity Model Risk Policy and the Stress Testing Policy, as well as contributing to the Individual Liquidity Adequacy Assessment process

Skills

• Proven experience within a Treasury or a Liquidity Risk function within financial services
• Experience in internal liquidity stress testing development
• High aptitude with respect to topical issues in liquidity regulation such as Basel III and CRD IV
• Proven experience of ILAAP or major contributor of ILAAP
• Results driven attitude, with a strong desire to improve processes and practices where appropriate
• Strong sense of entrepreneurship, with an ability to work within a global team
• Ability and experience to organise and lead across different time zones and cultures
• Excellent communication and presentation skills
• Strong analytical and problem-solving skills
• Ability to interface with business units and senior stakeholders