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AVP - Liquidity Risk

A global banking group head quartered in the United Kingdom have given us the mandate to find them a new AVP level candidate to join the methodology and oversight team of their second line liquidity risk function

Role Description

  • Developing liquidity risk methodologies for measuring and managing liquidity risk
  • Developing new assumptions for stress testing purposes
  • Propose and utilise new innovative methodology and the refinement of existing methodology
  • Establishing/refining liquidity risk limits
  • Solving complex problems in innovative ways using your subject matter expertise

Role Requirements

  • Quantitative educational background (academic AND/OR professional)
  • Advanced abilities in Excel (VBA), Bloomberg, Powerpoint, etc
  • Genuine interest in liquidity risk and a strong motivation to become a subject matter expert
  • Minimum 2 years’ experience (ideally coming off a graduate rotation program) in a related field

Application for:

AVP - Liquidity Risk

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