VP Liquidity Risk Specialist

  • Relocation and package
  • Frankfurt am Main, Hessen, Germany
  • Permanent, Full time
  • Michael Page
  • 14 Aug 17

Our client are looking to establish a risk function in their new Frankfurt Branch, reporting to the Head of Risk Control the VP Liquidity Risk Specialist will look after all Liquidity Risk issues including the ILAAP, LSREP, LCP and RRP.

An International Bank who are expanding their German presence in Frankfurt am Main.


Reporting toe the Head of Risk Control the VP Liquidity Risk Specialist will be expected to:

  • Act as subject matter expert on EU and German Liquidity Regulation, both current and proposed.
  • Provide Independent interpretation of Liquidity regulation
  • Develop and maintain a strong Liquidity Governance framework including appropriate policies and procedures
  • Demonstrate understanding of business drivers of liquidity risk; performing liquidity sensitivity analyses and "what if" analysis to understand liquidity impact of trades and business strategies.
  • Involvement in regulatory exercises including ILAAP, LSREP,LCP and RRP
  • Develop and maintain active dialogue with trading desks, risk management colleagues, and other support functions regarding trading and hedging strategies, risk representation, and limit compliance
  • Lead /execute projects to investigate and improve the risk representation of the Firm's liquidity risk, liquidity contingency funding plans, stress testing framework, independent reporting and limits framework
  • Review and approve production reporting and submissions
  • Ensure escalation of limit breaches or emerging issues
  • Recommend stress testing approach, including design / prototyping
  • Supervise / train junior members of the team
  • Participate in the conceptual implementation of legal or internal regulations in the field of risk control.
  • Collaboration in Risk Reporting, Risk Control, Risk Management and bank management
  • Continuous risk porting and monitoring of the risk parameters, taking into account the relevant regulatory requirements, including future planned changes.
  • Preparation of regulatory reporting for market liquidity and interest rate risks.
  • Development and implementation of projects to improve the risk analysis in the areas of liquidity risk, liquidity planning, stress test framework, reporting and compliance with limits.
  • Further development of risk monitoring systems and banking control methods for market, liquidity and interest rate risks.


  • Several years of professional experience in the risk management or risk control of a bank or similar, ideally in a comparable VP Liquidity Risk Specialist role.
  • Knowledge of banking relations and control, as well as knowledge about MaRisk, Basel III / CRD IV.
  • Knowledge of external reporting and in-depth knowledge of the risk quantification models for market, liquidity and interest rate risks (ILAAP, LSREP, LCP and RRP).
  • Very good MS Office skills.
  • Fluent in English mandatory. German language skills are desirable.

Job Offer

Full relocation support to Frankfurt will be offered for the right candidate.