Capital & Liquidity Risk Manager - Investment Banking

Gresham Hunt
London, GB
Closing date
4 Jun 2022

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Job Type
Full Time
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In this role, you will:
• Contribute to the oversight of capital and liquidity risk in the European and MENAT region
• Review and challenge first-line capital and liquidity risk management, including:
• Risk Appetite and limit calibration and monitoring
• Stress testing, for both regulatory and internal purposes
• Regulatory deliverables such as ICAAP, ILAAP, Recovery and Resolution Plans and Solvent Wind-Down submissions
• Methodologies used to estimate capital and liquidity risk
• Understand the linkages between the ICAAP, ILAAP and recovery and resolution planning and the wider capital and liquidity stress-testing framework.
• Engage with senior stakeholders to ensure delivery of capital and liquidity activities within regulatory and internally mandated timelines, ensuring compliance with group policies and procedures.
• Support the bank's preparedness to respond to a stress scenario, deterioration into a recovery phase or into resolution.
• Ensure that there is clear monitoring and tracking of issues relating to capital and liquidity risk, not only managing issues raised as part of this role against the first line of defence, but also including audit issues, entity level controls, and any other relevant control areas.
• Maintain an active and open dialogue and partner with various Risk Stewards, CROs, CFOs, functions, as well as industry wide forums and regulators through periodic and ad-hoc updates Requirements: To be successful in this role you should meet the following requirements:
• Typically, qualifications would include an undergraduate or post-graduate degree.
• Practical experience liquidity risk management, and ideally both, within a financial institution active in the wholesale and/or retail markets.
• Knowledge and experience of balance sheet, income statement dynamics and capital and liquidity risk issues and drivers.
• Knowledge of a broad range of financial products in the retail and wholesale markets, together with their implications for capital and liquidity risk management.
• Working knowledge of regulatory expectations of Recovery and Resolution Plans, ICAAPs and ILAAPs.
• Demonstrable experience of unwavering and courageous integrity to do the right thing
• Experience of working with stakeholders to understand cross-functional linkages and interdependencies, as well as the implications of risk at both a strategic level and at the business unit level, with good understanding of other areas e.g. Finance, Accounting, Operational, Legal, etc.
• A high level of professionalism and competency which helps to determine solutions around appropriate risk measures, risk processes, risk monitoring and management.
• Experience in addressing regulatory and audit requests.
• Understands the strategies of the Group and demonstrate deep business knowledge.
• Ability to form effective relationships and achieve influence to achieve desired outcomes
• Communication and interpersonal skills, including the capacity to articulate the case for risk management in the language of business
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