This position is no longer open for applications

Liquidity Manager

Liquidity Manager (15248681/002) London, England

Summary

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

•Reviewing regulatory guidance relating to the liquidity 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 on key liquidity metrics is quantified.
•Ownership of the quantitative analysis required to model the liquidity impact on the entities subject through time
•Liaising closely with the other members of the project team who will be involved covering aspects such as the capital, balance sheet and cost.
•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

•Very strong funding and liquidity experience, preferably from working within a Treasury function or equivalent at a major investment bank
•Excellent knowledge of key regulatory liquidity metrics including the Basel III LCR and PRA EMR/ILG
•Extremely strong product knowledge, including derivatives / derivative funding & FVA, secured funding transactions, structured note issuances and prime brokerage activity
•Experience/understanding of funding asset-liability modelling, particularly at a trading desk or portfolio level
•Project management experience of similar regulatory deliverables
•Strong Excel and MS office skills
•Ability to work independently without need for regular supervision
•Good understanding of Investment Banking financial products and markets.
•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.
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