Liquidity Reporting SME - Treasury - Investment Banking
My client is a leading Investment bank, and we are we are currently recruiting on their behalf for a . This role will be part of the Solvent Wind Down submission to the Prudential Regulatory Authority, which is a key deliverable to the bank and is due Q3 of 2018
The role requires a thorough understanding of investment banking products and the liquidity impacts associated with these products. Specifically the role requirements are:
- Help to design and perform quantitative analysis on various aspects on the solvent wind down.
- Assist in reviewing regulatory guidance relating to the liquidity and funding relevant aspects of SWD, and developing plans to satisfy these requirements.
- Partnering with business heads to analyze their proposed unwind strategies, to understand impact on liquidity and the asset-liability management of their trading positions.
- Working with internal regulatory reporting teams to ensure the impact of the SWD on key liquidity metrics is quantified.
- Liaising closely with the other members of the SWD project team who will be involved covering aspects such as the capital, balance sheet and cost impacts of SWD.
- Producing a high quality SWD report for submission to the PRA, detailing the analytical approach adopted and summarizing the conclusion of the analysis.
- Responsible for building components of the required quantitative analysis in Excel (in combination with system generated analysis), so very strong Excel skills are essential.
Skills and Experience
- Funding and liquidity experience, preferably from working within a Treasury function or equivalent at a major investment bank
- Proficient Microsoft Excel user comfortable running complex/large quantitative analysis
- Good knowledge of key regulatory liquidity metrics including the Basel III LCR and PRA EMR/ILG
- Good product knowledge, including derivatives / derivative funding & FVA, secured funding transactions, structured note issuances and prime brokerage activity
- Project management experience of similar regulatory deliverables
- Ability to work independently without need for regular supervision
- Professional Accounting qualification, MBA, Association of Corporate Treasurers (ACT) or equivalent desirable.
- At least 3 years Investment Banking or equivalent industry experience.
- Experience in a Treasury department across Capital, Liquidity and FX.
- Good knowledge of Basel III Liquidity and Capital Principles as well as local PRA regulations.
- Good understanding of Investment Banking financial products and markets.