Liquidity Market Risk yst

• Calculates, analyzes and reports the Liquidity risk metrics that are used to manage day to day liquidity risks supporting the decision-making process of senior management.
• Monitors liquidity risk exposure and compliance within the risk appetite.
• Works on production and reporting to senior management on liquidity risk metrics on daily, weekly and monthly basis through processing and analyzing the information.
• Interpret and respond to new regulations impacting liquidity reporting and metrics as LCR, NSFR, etc.
• Assist in the calibration of liquidity risk limits.
• Evaluates the adequacy and effectiveness of data, document retention, and monitors systems.
• Support and enhance the assessment, monitoring and reporting of liquidity risks, and compliance with liquidity requirements.
• Upload metrics to Corporate’s Golden Sources and maintains it.
• Input into monthly presentations for local and global Risk Committees.
• Support other ad hoc projects within local and global Risk Management.
• Assist in key internal liquidity assessments including the preparation of ILAAP across continental European legal entities.
• Monitors policy, standard implementation, ensuring harmonization and consistency of liquidity risk policies.
• Work on production and reporting of liquidity regulatory reporting i.e. LCR, NSFR, etc.
• Works on reporting to senior management, risk committees, etc.
• Works on projects to enhance regulatory reporting, metrics automation, and development of new reporting to enhance the analysis and monitoring of liquidity risk.
• Keep track of the incidents occurred in the risk systems by recording the events in order to inform the areas involved and follow up.
• Upload liquidity risk metrics in the Golden Source at corporate level and provides support.
  

Qualifications:

• Education: Bachelor’s degree or equivalent work experience. Master's in a financial or quantitative field Business, Finance, Management, Economics, Engineering or equivalent field ) preferred.
• Work Experience: 3+ Years in Risk Management/Controls with k nowledge of processes, tools, and techniques used to determine the degree of liquidity risk in a financial institution; ability to identify, measure, monitor and control the institution’s exposure to liquidity risk.
• Strong MS Office (Excel, PowerPoint, Word, Visio, and Outlook). Knowledge of QRM, SQL, R studio, Python, Power Bi, and Tableau are a plus.
• Understanding of key inherent risk and market risk management control practices to perform periodic analysis with critical reasoning for high management reporting.
• Demonstrated practical and theoretical knowledge of market liquidity risk principles and concepts.
• Strong quantitative capabilities and analytical skills, including an investigative mindset.
• Ability to understand and succinctly explain complex data sets and concepts
• Strong problem solving and critical thinking skills.
• Strong verbal and written communication skills.
• Ability to interact with stakeholders and manage competing priorities.
• Ability to analyze risk and provide recommendations and/or resolutions to minimize risk.
• Ability to summarize, document, and communicate information in a clear and concise manner.
• Ability to organize and prioritize multiple tasks to meet deadlines.
• Ability to work independently as well as collaboratively within a team environment.
• Ability to interpret, analyze and apply data/information.
• Ability to stay abreast of industry best practices, procedures, and techniques.
• Ability to change direction as project demand dictates.
• Ability to effectively and clearly communicate instructions to others, summarize and articulate issues, and document findings in a clear and concise manner .