Liquidity Analyst (15248680/002) London, England
Summary
The analysis requires firms to analyze how they would close certain UK operating entities following a hypothetical stress event such as a large regulatory fine. Specifically, the analysis requires firms to quantify the liquidity impact of unwinding the entities balance sheet and existing trading positions. The purpose of the analysis is to allow the PRA to quantify if firms have sufficient liquidity resources to remain solvent throughout the unwind period.
Responsibilities
•Help to design and perform quantitative analysis on various aspects on the solvent wind down.
•Assist in reviewing regulatory guidance relating to the liquidity and funding relevant aspects of and developing plans to satisfy these requirements.
•Partnering with business heads to analyze their proposed unwind strategies, to understand impact on liquidity and the asset-liability management of their trading positions.
•Working with internal regulatory reporting teams to ensure the impact of the key liquidity metrics is quantified.
•Liaising closely with the other members of the project team who will be involved covering aspects such as the capital, balance sheet and cost impacts of.
•Producing a high quality report for submission to the PRA, detailing the analytical approach adopted and summarizing the conclusion of the analysis.
Skills and Experience
•Funding and liquidity experience, preferably from working within a Treasury function or equivalent at a major investment bank
•Proficient Microsoft Excel user comfortable running complex/large quantitative analysis
•Good knowledge of key regulatory liquidity metrics including the Basel III LCR and PRA EMR/ILG
•Good product knowledge, including derivatives / derivative funding & FVA, secured funding transactions, structured note issuances and prime brokerage activity
•Project management experience of similar regulatory deliverables
•Ability to work independently without need for regular supervision
•Excellent interpersonal skills including interaction with Senior Management.
•Strong analytical and communication skills, written and spoken.
•Able to work well in a time pressured and results orientated environment.
•Above average proficiency in Microsoft Office applications.
The analysis requires firms to analyze how they would close certain UK operating entities following a hypothetical stress event such as a large regulatory fine. Specifically, the analysis requires firms to quantify the liquidity impact of unwinding the entities balance sheet and existing trading positions. The purpose of the analysis is to allow the PRA to quantify if firms have sufficient liquidity resources to remain solvent throughout the unwind period.
Responsibilities
•Help to design and perform quantitative analysis on various aspects on the solvent wind down.
•Assist in reviewing regulatory guidance relating to the liquidity and funding relevant aspects of and developing plans to satisfy these requirements.
•Partnering with business heads to analyze their proposed unwind strategies, to understand impact on liquidity and the asset-liability management of their trading positions.
•Working with internal regulatory reporting teams to ensure the impact of the key liquidity metrics is quantified.
•Liaising closely with the other members of the project team who will be involved covering aspects such as the capital, balance sheet and cost impacts of.
•Producing a high quality report for submission to the PRA, detailing the analytical approach adopted and summarizing the conclusion of the analysis.
Skills and Experience
•Funding and liquidity experience, preferably from working within a Treasury function or equivalent at a major investment bank
•Proficient Microsoft Excel user comfortable running complex/large quantitative analysis
•Good knowledge of key regulatory liquidity metrics including the Basel III LCR and PRA EMR/ILG
•Good product knowledge, including derivatives / derivative funding & FVA, secured funding transactions, structured note issuances and prime brokerage activity
•Project management experience of similar regulatory deliverables
•Ability to work independently without need for regular supervision
•Excellent interpersonal skills including interaction with Senior Management.
•Strong analytical and communication skills, written and spoken.
•Able to work well in a time pressured and results orientated environment.
•Above average proficiency in Microsoft Office applications.