Liquidity Risk Modelling AVP, Jobs, 6767

Liquidity Risk Modelling AVP

Risk Modelling Assistant Manager

Permanent

Competitive Salary plus benefits

Glasgow

 

HRC Recruitment are partnering with a global financial services firm recruiting a risk modelling specialist to join their Liquidity Risk modelling team, based in Glasgow. This hire is part of an ongoing programme to bring multiple risk modelling and risk reporting teams to Glasgow, covering Liquidity, Treasury and Capital Risk.

The Liquidity Risk Modelling Assistant Manager will assist the creation and running of a new model monitoring function, initially focused on Liquidity, with the potential that this will be expand over time to include Capital and IRRBB.

 

Responsibilities of the Risk Modelling Assistant Manager:

  • Independently drive forward liquidity risk framework
  • Maintain up to date model documentation for liquidity stress models
  • Configure and update liquidity stress models within the strategic stress platform
  • Review and update the ILAAP documentation on a yearly basis.
  • Produce bespoke stress scenarios requiring data mining and analysis.

 

Background of the Risk Modelling Assistant Manager:

  • Degree in quantitative subject (eg Mathematics/Computer Science/Statistics) or equivalent.
  • Advanced Visual Basic skills and basic programming experience (SQL)
  • Basic understanding of derivatives is desirable
  • Experience of model development and model monitoring.
  • Experience of risk monitoring and control frameworks.

 

This is a fantastic opportunity to join a global organisation who offer a fantastic working environment, flexible benefits and the opportunity to progress your career on a global scale.

 

For more information about this opportunity please contact Chris Wilson at HRC Recruitment Financial Services Scotland.

 

HRC Recruitment acts as both an employment business and employment agency. We are an equal opportunities employer

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