Equities Liquidity Stress Testing Analyst - Teleworking - 2 months - £
Posted on May 19, 2020 by Leysen Associates
- We need to find someone with experience working in Equities within a recognised Asset Manager to execute the following tasks:
- Gap analysis/identification of target requirements:
For Liquidity Stress Tests, identify Target requirements, methodologies and models that should be set-up to comply with ESMA Liquidity Stress Tests guidelines and industry best practice.
For other Liquidity processes, analyse impacts of Liquidity Stress Test Target requirements and methodology for consistency.
For other Stress Tests/VaR, identify Target requirements, methodologies and models based on current regulation, industry best practice, client and internal needs.
For other Stress Tests/VaR, analyse gap between existing process and Target
Review and update Risk policies accordingly.