Head of Liquidity & Market Risk

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Head of Liquidity & Market Risk

An opportunity for a Head of Liquidity & Market Risk is required working for a leading financial services organisation in the West Midlands.

The purpose of this role is to provide oversight and challenge to the Bank's Liquidity and Market Risk Framework. Working within the Risk team but closely with the Treasury and Finance functions the individual will be central to managing some of the key risks facing the Bank going forward.

KEY DUTIES AND RESPONSIBILITIES

?Design, implement and embed an oversight framework for Liquidity and Market Risk including both advisory and monitoring functions

?Line management of a small team

?Oversight the monitoring and reporting of liquidity, interest rate and counter party credit exposures versus Board and regulatory limits.

?Review data inputs into Treasury systems and reporting

?Assist in design and production of the ILAAP and the relevant sections of the ICAAP

?Assist in the design, production and testing of the Recovery Plan

?Review the assumptions in liquidity and interest-rate stress models

?Provide input and challenge to the ALCO and the Liquidity Outlook Group as an active participant

?Review PRA and EBA regulatory issuances on areas such as liquidity, interest rate and counter party credit exposures

Certification Regime

?Pass and maintain the requirements of the Relevant Regulator's fit and proper test as required by Certification Regime.

?Adhere to the Individual Conduct Rules as part of the Certification Regime as detailed below.

?Be responsible for taking ownership and maintaining of own Continuous Professional Development (CPD) Log as part of the Certification Regime.

Data Protection

?Be accountable for compliance with data protection legislation in the department.

?Provide support to the GDPR Reps in providing assurance of compliance to the DPO.

?Be fully aware of what Privacy by design and Privacy by default means for the department and to ensure it is fully embedded.

KEY SKILLS AND KNOWLEDGE

*Extensive knowledge of market risk, technical skills and expertise.

*Strong knowledge of risk-related regulations (e.g. Capital Requirements Regulation) and their application within the industry sector.

*Makes timely and sound decisions whilst understanding the impact and implications of decisions and provides feedback on outcomes.

*Looks to re-engineer processes and drive improvement

Spring Technology is acting as an Employment Business in relation to this vacancy.

Spring Technology is an Equal Opportunities employer; we welcome applicants from all backgrounds.