Our client, one of the leading investment bank is seeking a highly skilled and motivated Market/Liquidity Risk Reporting Manager to join our Risk Management team. In this role, you will be responsible for overseeing the assessment, reporting, and monitoring of market and liquidity risk exposures across the organization. You will play a crucial role in ensuring compliance with regulatory requirements and supporting strategic decision-making.
Key Responsibilities:
- Prepare and present comprehensive market and liquidity risk reports for senior management, highlighting key risk exposures, trends, and compliance with established risk limits.
- Analyze market and liquidity risk data to identify potential vulnerabilities and trends, utilizing advanced analytical tools and techniques.
- Oversee the validation and performance assessment of risk models used for market and liquidity risk measurement, ensuring their accuracy and effectiveness.
- Conduct regular stress testing and scenario analysis to evaluate the impact of adverse market conditions on the firm's liquidity and market position.
- Ensure adherence to regulatory standards (e.g., Basel III, FRTB) by monitoring and reporting on liquidity and market risk metrics.
- Work closely with trading desks, finance,, tech teams, and other stakeholders to ensure a comprehensive understanding of risk exposures and implications for the business.
- Identify opportunities for improving risk reporting processes and implementing best practices to enhance efficiency and accuracy
Qualifications:
- Bachelor’s degree in finance, economics, computational science or a related field; Master’s degree or professional certifications (CFA, FRM) preferred.
- Minimum of 8 years of experience in market and liquidity risk management, preferably within an investment banking environment.
- Proficiency in Python, VBA, SQL and Power BI
- Strong documentation skills for translating business requirements into IT-friendly specifications
- Excellent verbal and written communication skills, with the ability to present complex information clearly to various stakeholders.
- Strong attention to detail and accuracy in reporting and analysis.
What We Offer:
- Competitive salary and performance-based bonuses
- Comprehensive benefits package, including health, retirement, and wellness programs
- Opportunities for professional development and career advancement
- A collaborative and dynamic work environment
- Hybrid working arrangement, with strong emphasis on work-life balance
- Shorter official working hours
