Market / Liquidity Risk Officer

  • Sector: LMA UK Credit, Risk and Quantitative
  • Contact: Kim Carmona
  • Contact Email: kim.carmona@lmarecruitment.com
  • Duration: 12 months
  • Start Date: asap
  • Client: LMA
  • Location: London
  • Salary: Competitive
  • Expiry Date: 06 November 2021
  • Job Ref: 188523KMC_1633622064

Market / Liquidity Risk Officer

Ensure that risks are managed within the Bank's risk appetite and regulatory requirements.

Main Responsibilities & Accountabilities:

  • Proactively challenge the first line's risk identification and management of operational risk.
  • Produce daily, weekly monthly and quarterly market risk and reports for various stakeholders,
  • Monitor the Bank's risk position and VaR on a daily basis and perform ad hoc analyses.
  • Market Risk Limit Management: both banking and trading book risk limits management and reporting on daily/ weekly/quarterly basis
  • Ex-ante risk and PC daily management and reporting via ICBC GPC system.
  • Assist with FTP updates and produce management information
  • Other tasks as directed by the Head of Department.

Skills Required:

➢ Good knowledge of and working experience in IRRBB and market risk management;

➢ Understanding of group risk management practice;

➢ Awareness of industry trends and best practices;

➢ Understanding (and correct interpretation) of relevant regulatory regimes and requirements governing liquidity risk for UK institutions, together with a working knowledge of industry standard market risk requirements;

➢ Strong written and verbal communication skills;

➢ Ability to deliver accurate and comprehensive risk reports and to propose meaningful and constructive solutions and suggestions;

Mandarin language skills essential.

This is an urgent hiring requirement so interested individuals please get in touch ASAP