Liquidity Risk Analyst

  • 40000-60000
  • London, England, United Kingdom
  • Permanent, Full time
  • B&FS Risk
  • 12 Oct 17 2017-10-12

A leading financial services company are looking for an analytically minded individual to join their Risk function in London. My client is looking for an individual with proven IT skills who has experience in risk or a keen interest to learn and develop their risk knowledge.

Key responsibilities:

  • Implement controls around Liquidity and Collateral Risk Policies through daily monitoring of key risk indicators. 
  • Responsible for running and analysing daily liquidity stress tests and escalate findings as appropriate.
  • Ensure exposures are in line with the policies through reporting and proactive interactions with the Front Office.
  • Monitor interest rate risk arising from Front Office investment activities.
  • Monitor regulatory developments and estimate impact to overall liquidity and collateral.

 

Skills required:

  • Strong VBA and R required, SQL advantageous.
  • Strong analytical and problem solving skills, with good attention to detail.
  • Ability to identify and implement better, more efficient ways of working.
  • Strong communication skills, oral and written.
  • To successfully partner with teams from outside of Group Risk to work together to propose and deliver efficient procedures
  • Familiarity with regulatory rules an advantage (CFTC, Dodd-Frank, EMIR)