Liquidity Reporting SME - Treasury - Investment Banking

Posted 21 February by Pontoon

Liquidity Reporting SME - Treasury - Investment Banking


6 Months

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.

Reference: 34529914

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