Market & Liquidity Risk Manager
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- CDI, Plein-temps
- Healy Hunt Ventures Ltd
- 18 mai 18 2018-05-18
Our client is the UK office for a leading International Bank. We have been mandated on a search for a Market & Liquidity Risk Manager to join the growing UK Risk function.
You will be responsible for monitoring of:
- All key risk indicators for liquidity, capital and market risk
- Liquidity adequacy against internal and regulatory limits
- Capital adequacy against internal and regulatory limits
- Interest rate exposure
- Foreign exchange exposure
Co-ordination of, and input to, the preparation of Risk Appetite Statement in relation to:
- Interest Rates
- Foreign Exchange
Co-ordination of, and input to, the preparation of the key regulatory documents, including:
- Recovery Plan / Resolution Pack (RRP)
- Pillar 3 disclosures
Candidate experience required:
- A successful track record of balance sheet risk management, preferably within a risk, finance or middle office function,
- At least three years in senior position at commensurate organisation
- Good knowledge of UK regulatory requirements in relation to Liquidity and Capital.
- In depth knowledge of calculating liquidity /capital adequacy and market risk.
- Experience in the production of ICAAP, ILAAP and RRP.
- Experience in developing stress testing models