Full job description Our client is a large European Corporate banking, acquisition finance and asset based lending specialist. This role is based in their London Head Quarters and allows flexible working arrangements.
Please note: Due to the nature and complexities of the role, a prior background in Liquidity Risk is a pre-requisite.
Key Responsibilities :
*Maintain and enhance Liquidity and Market Risk frameworks under the oversight of Head of FRM;
*Produce and analyze liquidity, ALM, and market risk metrics & reports, ensure compliance and escalate risks.
*Provide support to the team in monitoring branch’s credit risks and assist Head of FRM in maintaining Credit Risk Framework.
*Support automation of financial risk reporting, using tools like - Qlik Sense, Python, or Excel VBA etc.
*Collaborate with Internal Control to strengthen financial risk-related controls and data accuracy.
*Comply with Group policies (AML, conduct rules, etc.) and actively enhance risk culture via policy updates, training, and cross-team collaboration.
Required Skills & Experience:
*Ideally 5+ years of experience in liquidity risk (1LoD/2LoD) in banking; knowledge of French/EEA/UK regulations.
*Strong analytical, problem-solving, and stakeholder management skills.
*Proficiency in MS Office (Excel, PowerPoint, etc.).
*Ability to manage diverse responsibilities under tight deadlines