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 toe 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
1. Understand, monitor, analyse and manage the liquidity and FX risks of structured products and OTC derivatives offered by the business.
2. 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.
3. Enhance firms liquidity stress testing framework by analysing key drivers of liquidity risk and expanding coverage of risk factors as the business grows.
4. Improve the data analytics and management information relating to expanding product offering and geographic footprint.
5. 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.
6. Represent Treasury in new business forums, ensuring all Treasury elements are taken into consideration when signing off on a new business/ product offering.
7. Ensure funding cost allocations process captures all liquidity usage across the group, inclusive of any new products and asset classes.
8. Provide accurate and appropriate risk information and opinion to senior management, escalating risk topics as needed.
9. Build and maintain relationships with other control and support areas and gainmercial understanding of the relevant business lines.
10. Work with the Treasury Project Managers and wider team to improve and automate Treasury processes to develop the Treasury data and system landscape.
11. Assist in managing the net interest margin on the firm's liquid resources and funding sources, optimising within constraints.
12. Ensure all Treasury policies, procedures and controls relating to business entity are documented in sufficient detail and are kept up to date.
13. Assist in updating the firm's ICARA annually, taking ownership of key sub-sections.
14. Assist in internal and external audit activities.
To be a good fit for this role:
15. Degree in a quantitative discipline
16. Experience in exotic derivatives and structured products from previous exposure to financial trading environments
17. Understanding of liquidity risks originating fromplex structured products
18. Strong knowledge of capital market instruments, including derivatives
19. Ability to understand andmunicate key risks associated withplex/exotic products (including valuation principles, market risk and counterparty risk)
20. Team player with ability to inspire and motivate the team
21. Drive to identify and improve inefficient processes, delivering alternative solutions in collaboration with the technology teams
22. Attention to detail, highly numerate and analytical
23. Excellent verbal and writtenmunication skills
24. IT Skills: Excel, PowerPoint, VBA/Python (desirable)
In ourpany 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.
Job ID CP31102023