Interim Liquidity Risk Manager - Structured Products

CV-Library

Posted on Jun 19, 2024 by CV-Library
City of London, City and County of the City of London, United Kingdom
Accountancy
Immediate Start
£600 - £700 Daily
Temporary
I am currently working with a high growth FS firm based in the City, who are seeking an experienced liquidity risk professional with experience working with OTC/exotic derivatives to cover a period of leave in their team.

Reporting into the Head of Treasury, and working closely with the front office team, this would be the perfect fit for someone from either a banking or CCH background to come in and make an impact from day one.

This is an interim position which requires a fast start (within the next 2-4 weeks) so please keep in mind when applying. Sponsorship unfortunately will not be possible.

Role Scope

Understand, monitor, analyse and manage the liquidity and FX risks of structured products and OTC derivatives offered by the business.
Monitor the flow of structured note issuance as a source of funding, including maturity profile and product diversity. Take a lead role in reviewing structured note issuance funding spreads in partnership with the business line.
Enhance firms liquidity stress testing framework by analysing key drivers of liquidity risk and expanding coverage of risk factors as the business grows.
Improve the data analytics and management information relating to expanding product offering and geographic footprint.
Develop and maintain a continuous dialogue with the business line. Review requests from the business with an independent mindset and provide an informed opinion to management.
Represent Treasury in new business forums, ensuring all Treasury elements are taken into consideration when signing off on a new business/ product offering.
Ensure funding cost allocations process captures all liquidity usage across the group, inclusive of any new products and asset classes.
Provide accurate and appropriate risk information and opinion to senior management, escalating risk topics as needed.
Build and maintain relationships with other control and support areas and gain commercial understanding of the relevant business lines.
Work with the Treasury Project Managers and wider team to improve and automate Treasury processes to develop the Treasury data and system landscape.
Assist in managing the net interest margin on the firm's liquid resources and funding sources, optimising within constraints.
Ensure all Treasury policies, procedures and controls relating to business entity are documented in sufficient detail and are kept up to date.
Assist in updating the firm's ICARA annually, taking ownership of key sub-sections.
Assist in internal and external audit activities.To be a good fit for this role:

Degree in a quantitative discipline
Experience in exotic derivatives and structured products from previous exposure to financial trading environments
Understanding of liquidity risks originating from complex structured products
Strong knowledge of capital market instruments, including derivatives
Ability to understand and communicate key risks associated with complex/exotic products (including valuation principles, market risk and counterparty risk)
Team player with ability to inspire and motivate the team
Drive to identify and improve inefficient processes, delivering alternative solutions in collaboration with the technology teams
Attention to detail, highly numerate and analytical
Excellent verbal and written communication skills
IT Skills: Excel, PowerPoint, VBA/Python (desirable)If this sounds like a good fit for you, please apply via this advert or to be fast trackd, send your CV along with a brief covering note directly to me at (url removed).

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you

Reference: 221854736

https://jobs.careeraddict.com/post/92121792
CV-Library

Interim Liquidity Risk Manager - Structured Products

CV-Library

Posted on Jun 19, 2024 by CV-Library

City of London, City and County of the City of London, United Kingdom
Accountancy
Immediate Start
£600 - £700 Daily
Temporary
I am currently working with a high growth FS firm based in the City, who are seeking an experienced liquidity risk professional with experience working with OTC/exotic derivatives to cover a period of leave in their team.

Reporting into the Head of Treasury, and working closely with the front office team, this would be the perfect fit for someone from either a banking or CCH background to come in and make an impact from day one.

This is an interim position which requires a fast start (within the next 2-4 weeks) so please keep in mind when applying. Sponsorship unfortunately will not be possible.

Role Scope

Understand, monitor, analyse and manage the liquidity and FX risks of structured products and OTC derivatives offered by the business.
Monitor the flow of structured note issuance as a source of funding, including maturity profile and product diversity. Take a lead role in reviewing structured note issuance funding spreads in partnership with the business line.
Enhance firms liquidity stress testing framework by analysing key drivers of liquidity risk and expanding coverage of risk factors as the business grows.
Improve the data analytics and management information relating to expanding product offering and geographic footprint.
Develop and maintain a continuous dialogue with the business line. Review requests from the business with an independent mindset and provide an informed opinion to management.
Represent Treasury in new business forums, ensuring all Treasury elements are taken into consideration when signing off on a new business/ product offering.
Ensure funding cost allocations process captures all liquidity usage across the group, inclusive of any new products and asset classes.
Provide accurate and appropriate risk information and opinion to senior management, escalating risk topics as needed.
Build and maintain relationships with other control and support areas and gain commercial understanding of the relevant business lines.
Work with the Treasury Project Managers and wider team to improve and automate Treasury processes to develop the Treasury data and system landscape.
Assist in managing the net interest margin on the firm's liquid resources and funding sources, optimising within constraints.
Ensure all Treasury policies, procedures and controls relating to business entity are documented in sufficient detail and are kept up to date.
Assist in updating the firm's ICARA annually, taking ownership of key sub-sections.
Assist in internal and external audit activities.To be a good fit for this role:

Degree in a quantitative discipline
Experience in exotic derivatives and structured products from previous exposure to financial trading environments
Understanding of liquidity risks originating from complex structured products
Strong knowledge of capital market instruments, including derivatives
Ability to understand and communicate key risks associated with complex/exotic products (including valuation principles, market risk and counterparty risk)
Team player with ability to inspire and motivate the team
Drive to identify and improve inefficient processes, delivering alternative solutions in collaboration with the technology teams
Attention to detail, highly numerate and analytical
Excellent verbal and written communication skills
IT Skills: Excel, PowerPoint, VBA/Python (desirable)If this sounds like a good fit for you, please apply via this advert or to be fast trackd, send your CV along with a brief covering note directly to me at (url removed).

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you

Reference: 221854736

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