Liquidity Risk AVP

Recruiter
Barclays UK
Location
London, United Kingdom
Salary
Negotiable
Posted
17 Feb 2019
Closes
23 Feb 2019
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Overall purpose of role

The Liquidity Risk Methodology AVP will assist in developing enhanced methodologies for measuring and managing liquidity risk. The successful candidate will assist the team in enhancing its analytical capabilities and adding value to Barclays liquidity risk management framework

Key Accountabilities

  • Contribute towards the development of new innovative methodology and the refinement of existing methodology
  • Establishing/refining liquidity risk limits
  • Contributing towards ad-hoc projects

Stakeholder Management and Leadership

  • Ongoing interaction with various business lines, Risk and Treasury
  • Whilst no direct management responsibility is envisaged, the candidate is keen to develop into a future leader

Risk and Control Objective

Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

Person Specification

  • Highly motivated and detail orientated
  • Previous experience in a Treasury/Risk methodology/management role. Past experience is expected to have endowed a broad understanding of financial products
  • An appreciation of the fundamentals of liquidity risk and a strong desire to become a subject matter expert
  • Excellent numerical and analytical capabilities
  • A keen problem solver
  • Excellent written communication skills
  • Strong stakeholder management skills
  • Employs a collaborative approach
  • Ability to manage multiple deliverables simultaneously

Essential Skills/Basic Qualifications:

  • Quantitative educational background(Finance/Engineering/Maths/Economics)
  • Advanced abilities in Excel (VBA), SQL, Bloomberg, PowerPoint and Word
  • The ability to apply quantitative/statistical methods to data sets
  • The ability to isolate pertinent information from regulatory documents
  • Experience in a large universal or investment bank

Desirable skills/Preferred Qualifications:

  • Masters level education in a quantitative discipline such as Finance/Engineering/Maths/Economics and CFA/FRM
  • Object oriented programming skills/R/Python
  • Understanding of current regulatory liquidity regimes and concepts (e.g. the EBA LCR, ILAAP and NSFR etc)

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