Liquidity Stress Testing Manager

An excellent opportunity has arisen for a Liquidity Risk Stress Testing Manager to join a leading Financial Services organisation based in London. The successful candidate will manage the assessment of the risk impact in offering new initiatives and on-boarding of new members to their platform. You will be performing liquidity risk analysis for market events and conducting stress testing for enhanced risk monitoring and mitigation.

 

The Job:

• Ensuring the business meets internal and regulatory demand for a liquidity risk stress testing analysis for the offering of new products and services.
• Ensure daily stress testing is performed to assess the impact of potential member pay-in failures for heightened monitoring and mitigation, and regulatory reporting.
• Adequate liquidity risk stress testing is performed in response to market events.
• Ensure model risk management governance is followed for LMR models.
• Perform risk impact analysis in response to market and geopolitical events that may affect the business.
• Daily and monthly stress testing and performing monthly stress scenario updates.
• Perform activities related to model risk management governance for LMR models.
• Perform liquidity risk analysis to assess the risk and benefits of offering new products and services.

 

Your Experience:

• Demonstrable background working within Financial Services.
•        Experience of the end to end stress testing process, ideally in liquidity, but will also consider capital or credit risk.
• Strong quantitative skills and experience in financial analytics and risk methodology – experience of Liquidity Stress Testing.
• Possess excellent critical thinking capabilities and problem-solving skills.
• Advanced SQL, R, Excel, PowerPoint, Access skills. Python is preferred.
• Proficient in interpreting, manipulating, and performing analysis with large amounts of data.

 

If this role sounds of interest, please forward your CV to sge@barclaysimpson.com for a confidential chat. Please note, Visa sponsorship is not available for this role.