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All Results >Job Title: Liquidity Manager>
Liquidity Manager
Location: , London
Specialism: Banking & Financial Services
Summary The purpose of the analysis is to allow the PRA to quantify if firms have sufficient liquidity resources to remain solvent throughout the unwind period. Responsibilities *Reviewing regulatory guidance relating to the liquidity and developing plans to satisfy these requirements. *Partnering with business heads to analyze their proposed unwind strategies, to understand impact on liquidity and the asset-liability management of their trading positions. *Working with internal regulatory reporting teams to ensure the impact on key liquidity metrics is quantified. *Ownership of the quantitative analysis required to model the liquidity impact on the entities subject through time *Liaising closely with the other members of the project team who will be involved covering aspects such as the capital, balance sheet and cost. *Producing a high quality report for submission to the PRA, detailing the analytical approach adopted and summarizing the conclusion of the analysis. Skills and Experience *Very strong funding and liquidity experience, preferably from working within a Treasury function or equivalent at a major investment bank *Excellent knowledge of key regulatory liquidity metrics including the Basel III LCR and PRA EMRILG *Extremely strong product knowledge, including derivatives derivative funding FVA, secured funding transactions, structured note issuances and prime brokerage activity *Experienceunderstanding of funding asset-liability modelli


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