Liquidity Risk Manager AVP
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- Morgan McKinley
- 07 déc. 17 2017-12-07
Global investment bank seeks AVP level Liquidity Risk Manager.
The Team is responsible for the independent control over the bank's Liquidity Risk Management framework as well as the Market Risks managed by Treasury. In particular it is responsible for the independent validation of liquidity risk models, the setting of Liquidity Risk Appetite, Limits and Thresholds as well as the ongoing oversight of liquidity risk in the bank.
The candidate taking this important role will be responsible for the oversight and validation of the Liquidity Management framework applied by Treasury. This will include the execution and documentation of a model validation process. In addition this function will be responsible for the ongoing review of internal risk reports to ensure consistency and compliance with the bank's risk tolerance.
The position requires an experienced and confident individual who can challenge business decisions and has management and leadership potential. The incumbent will be expected to have a detailed understanding of industry practices and ideally have previous hands-on experience of managing liquidity risks.
The role will involve liaison with business and other risk management areas. The role does not have a specific daily reporting output; rather it involves constant exploration of liquidity risk management issues within the business functions allocated and leading projects.
The position requires the successful applicant to be able to work independently without micro-management and deliver results in a timely manner.
The job also includes but is not limited to
- the preparation, documentation, coordination and minute taking for Working Group meetings
- the coordination and maintenance of the annual validation schedule
- the preparation of the quarterly model risk report including reviews of the model risk scorecard, the validation findings, the model inventory completeness, etc.
- the reviews and updates to the Liquidity Model Risk policy
Skills & Qualifications:
The successful candidate will have at least 5 years experience within a Treasury or a Liquidity Risk function of a universal or investment bank.
- Experience in internal stress testing model development, audit/validation and documentation background.
- High aptitude with respect to topical issues in liquidity regulation such as Basel III and CRD IV.
- Ability and experience to organise and lead across different time zones and cultures.
- Excellent communication and presentation skills.
- Strong analytical and problem-solving skills and demonstrated ability to work independently.
- Ability to interface with business units and senior stakeholders.
Morgan McKinley is acting as an Employment Agency in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.