Market and Liquidity Risk Analyst
Working in market risk management helping produce all market, liquidity and regulatory reporting
Support the annual Individual Liquidity Adequacy Assessment Process in accordance with regulatory requirements and documented time lines.
Identify and implement any required areas of improvement in liquidity risk management
Liaise with other relevant departments within the Bank on liquidity risk issues
Prepare liquidity risk material for the Asset and Liability Management Committee and the Liquidity Management Committee.
Ensure regulatory requirements in terms of Liquidity risk reporting/management and control are fully understood and adhered to.
Manage the production of the daily flash LCR report.
Production of weekly and monthly liquidity reports
Production of VaR reports
Experience in financial services is essential
VBA system skills essential
Some experience in liquidity, market risk or banking treasury is essential
Understanding of VaR, LCR and banking regulation preferred
The candidate should be interested in a career in treasury and risk management
Permanent Analyst level role. Competitive salary and benefits