Role: Liquidity Analyst - ALM

Location: London

Team

Asset and Liability Management (ALM)

Key relationships

ALM, Market Risk, Financial Control, Central Treasury, Credit.

Description of role and key responsibilities

The role is within the ALM team and focused on supporting the day-to-day activities of the team involving daily monitoring, analysis of risk models output, production of reports and forecasts.

The ALM team provides an independent risk oversight of liquidity and non-traded market risk, and monitors compliance with risk policies and risk appetite metrics. The ALM function reports to the IBP CRO. The team consists of 10 people with sub teams focusing on liquidity, non-traded market risk and regulatory reporting

Key responsibilities:

• Report the liquidity risk metrics against internal triggers and limits as well as against regulatory limits
• To proactively & effectively identify, quantify, monitor and forecast all funding and liquidity risks using the most appropriate risk methodologies and techniques adopted by the ALM team and approved by Senior Management of the Group
• Analyse trends and patterns across the different indicators and risk metrics produced
• Forecast various key metrics; track forecasts vs actual to inform management decisions
• Run liquidity stress modelling, analyse output and explain day-on-day movements
• Provide cover for holiday leave when necessary to help the team provide accurate and meaningful daily risk reports covering funding and liquidity on a timely basis
• Model and test new instruments into the liquidity risk
• Undertake the project work using risk models, analysing and confirming the results produced, testing new methodologies

Core skills and knowledge

Technical knowledge & experience:

• Preferably undergraduate or postgraduate qualifications in Engineering, Actuarial Science, Mathematics, Statistics or similar
• Previous experience in Bank / Financial Institution
• Good understanding of the financial markets and instruments
• Good financial product knowledge ideally retail and wholesale products
• Knowledge of the various industry-accepted ALM risk techniques would be beneficial
• Proficient IT skills in the likes of the Microsoft Office suite, statistical packages, Acrobat Writer

Skills:

• Excellent communication skills, both written and verbal
• Strong attention to detail/accuracy and capable of seeing the overall objective
• Systematic approach in analysing and solving problems
• Ability to meet tight dead-lines
• Driven and ambitious, willing to take on extra responsibility
• Creative team player and willing to work in a constantly changing environment