Production and review of all funding and liquidity returns and management information including:
- Daily monitoring and reporting the Bank's liquidity position, including the review and validation of movements in the Bank's liquidity stress test and currency liquidity positions for use by Treasury senior management.
- Liquidity Regulatory reports: FSA047/48, Liquidity Coverage Ratio, Additional Monitoring Metrics and Net Stable Funding Ratio.
- All head office reporting.
- Daily liquidity headroom reporting against the LCR and internal stress test.
- Daily contingent liquidity charges (the internal recharge for the cost of liquid assets) and internal funding utilization.
- Monthly ALCO/Risk Committee reporting and fortnightly/weekly MI for funding/liquidity management forums supporting ALCO.
- IRRBB Regulatory Reporting: FSA017
Monitoring and escalation of changes to the Bank's funding/liquidity as identified in the production and review of management information and reporting.
- Escalation of changes to the Bank's funding/liquidity profile, including the escalation of actual and anticipated triggers of the framework.
- Management of the proactive provision of the information with which Treasury monitors and manages its funding and liquidity profiles, ensuring that Treasury management is kept fully informed of key changes in the Bank's balance sheet and liquidity profile.
Controls and efficiency
- Establishing a strong process and control framework to ensure that the areas of accountability listed above are completed accurately, efficiently and on time.
- Performance of substantive analytics to ensure the accuracy of management information and reporting and to ensure the Treasury team is aware of key changes in the Bank's funding and liquidity position.
- Performance of month end reconciliations of liquidity data to the general ledger.
- Ensuring that areas being reported on are operating in-line with Treasury/Liquidity Risk methodologies i.e. ensuring that the contingent liquidity charge and internal stress test are producing results and charges that are in line with respective methodologies.
- Continuous identification of procedural inefficiencies and the execution of improvements.
Reporting/regulatory change and systems development
- Identify changes in management information and regulatory reporting requirements and ensure that the systems and process requirements to meet these requirements are implemented in a timely, sustainable manner.
- Ownership of the ongoing maintenance and changes to the liquidity system, ensuring the integrity of the system and data is maintained through thoughtful design of changes, the production of high quality business requirements and robust testing prior to promotion of changes to the live environment.
Preferred Qualifications and Experience:
- Educated to degree level (at least 2:1 or equivalent)
- Professional qualification (ACA, CIMA, ACCA, ACT, CFA)
- Experience working within Treasury/ALM/Liquidity risk and experience managing Treasury stakeholders including the front office, finance and risk.
- Strong financial product knowledge including: an understanding of the liquidity and interest rate risk characteristics of these products, their control environment and their accounting treatment.
Morgan McKinley is acting as an Employment Business in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.