Vice President, Liquidity & Market Risk Management
HybridLondon, England, United Kingdom
Job Summary
Conduct liquidity risk analysis for CLS Settlement participation expansion and new strategic initiatives. Perform daily and quarterly stress testing to assess member pay-in failures and prepare management risk reporting. Execute model risk management responsibilities as a model owner, including coding benchmarking models and enhancing model documents per policy. Analyze risk impact from market and geopolitical events affecting settlement services. Automate existing LMR processes to minimize operational errors and support internal and regulatory reporting. Requires five years of financial institution experience, advanced SQL/Python/Excel skills, and a degree in finance or quantitative disciplines. Hybrid working available with inclusive benefits including 25 holiday days, parental leave, and access to the Discover learning platform.
Required Qualifications
- At least five years of work experience in banking, consulting, or other financial institutions
- Degree in computer science, finance, economics or quantitative discipline
- Strong quantitative skills and experience in financial analytics and risk methodologies
- Strong discipline of vetting own work and attention to detail to deliver high quality work products
- Possess excellent critical thinking capabilities and problem-solving skills
- Strong communication and interpersonal skills
- Ability to work collaboratively with cross-functional teams
- Advanced SQL, R, Python, and Excel VBA skills
- Proficient in interpreting, data cleaning, manipulating, and performing analysis with large amounts of data
Desired Qualifications
- MS/MBA preferred
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