Liquidity Risk Senior Analyst Job Description
Liquidity Risk Senior Analyst Duties & Responsibilities
To write an effective liquidity risk senior analyst job description, begin by listing detailed duties, responsibilities and expectations. We have included liquidity risk senior analyst job description templates that you can modify and use.
Sample responsibilities for this position include:
Liquidity Risk Senior Analyst Qualifications
Qualifications for a job description may include education, certification, and experience.
Education for Liquidity Risk Senior Analyst
Typically a job would require a certain level of education.
Employers hiring for the liquidity risk senior analyst job most commonly would prefer for their future employee to have a relevant degree such as Bachelor's and University Degree in Finance, Economics, Mathematics, Education, Statistics, Management, Engineering, Business/Administration, Business, Communication
Skills for Liquidity Risk Senior Analyst
Desired skills for liquidity risk senior analyst include:
Desired experience for liquidity risk senior analyst includes:
Liquidity Risk Senior Analyst Examples
Liquidity Risk Senior Analyst Job Description
- Identify and execute opportunities that further integrate liquidity and capital processes
- Conduct independent assessments of 1st line processes in accordance with policy and standard requirements
- Liaise with risk managers to understand and help shape new reporting requirements
- Define input data required to support reports
- Define mapping rules required to support reports
- Define layout and functionality of reports
- Translate requirements into documentation artefacts for IT development
- Lead meetings with on-site and off-site development team to implement reports
- Test and verify reports ahead of production delivery
- Assist with project communications and status reports to stakeholders
- Strong academic background in quantitative fields such as computer science, applied mathematics, or engineering
- Experience in quantitative risk modeling, model documentation, model development and scientific methods
- Experience with coding (C++, R, Java, Slang) and familiarity with risk systems
- Ability to be proactive and work independently, form own judgment/opinions, provide insights and drive change
- Knowledge and understanding of capital markets and financial products
- Strong verbal and written communication skills with ability to synthesis thoughts in clear and concise manner
Liquidity Risk Senior Analyst Job Description
- Performing data gap analysis, systems, processes and procedures as required for the project
- Assist with various system function and rules testing
- Gather business requirements from the Business users including carrying out requirement workshops
- Analyze the business requirements and translate into detailed system requirements specifications covering both functional and non-functional requirements for Technology & Operation
- Review the system design to ensure it is architecturally robust, scalable and flexible
- Conduct user acceptance testing and review
- Writing functional documentation
- You will liaise with risk managers to understand and help shape new reporting requirements
- Analyze historical BAC and market data to inform internal liquidity stress testing assumptions
- Oversees the day-to-day identification, measurement, mitigation, monitoring, and reporting
- Relevant product experience including but not limited to
- Strong skills with MS Office products such as Excel, Access and PowerPoint
- Strong academic background, preferably in quantitative fields
- Motivated by learning and continuous improvement
- Experience in quantitative risk modeling, model documentation, model development and scientific methods is a plus
- Preferably in Computing, Computer Engineering, Computer Science, Finance, or any other related quantitative discipline
Liquidity Risk Senior Analyst Job Description
- Develop and run reporting and processes (including testing and change controls) that supports the internal management of the above requirements
- Leads in the team’s preparation and involvement in regulatory examinations, which may include the annual Federal Reserve stress tests, examinations
- Stays well informed of regulatory and industry practices and alerts team of updates
- Solves a range of standard-complex problems and analyzes possible solutions using standard procedures
- May serve on related committees and/or working groups
- May perform financial stress testing simulations
- Considered subject matter expert in associated risk and risk management methodology
- Take responsibility for production and verification Liquidity Stress Tests (LSTs) whilst ensuring results are accurate, complete and timely
- Work with IT, Middle Office, Reporting and Stress Testing teams globally to implement new LSTs
- Lead projects to enhance LST infrastructure and business process
- Understanding of the systems architecture an assets
- Highly organized and flexible in prioritizing various competing work demands
- Understanding of technology environment supporting BSM/GLM/GRRP/ECM
- Be able to communicate effectively and work closely with business clients, other technology teams, support partners and stakeholders to deliver and support business aligned solutions
- Familiar with continuous integration and deployment tools such as Jenkins, Git/Stash, SVN/Crucible/Jira
- Be able to work a shift schedule to accommodate the cash management hours
Liquidity Risk Senior Analyst Job Description
- Provide specification for the Middle Office and Reporting teams to build better visualization and analysis tools for LSTs
- Work with the Global Stress Testing team, Risk Analytic Strategists and IT to implement reliable and accurate liquidity stress testing methodologies across products classes and risk types
- Perform Independent Price Verification (IPV) for market products and monitor the liquidity coverage ratio (LCR)
- Take part in developing the risk calculations and monitoring capabilities of market & liquidity risk in cooperation with our stakeholders in trading, treasury, quant, IT and middle office
- Ensure that we maintain a strong governance framework with respect to risk monitoring
- Develop and demonstrate acumen for the identification of liquidity risks and mitigants
- Manage the liquidity stress program in partnership with Treasury
- Drive independent risk management of stress testing and define requirements of EFAS risk managers
- Execute independent risk oversight across liquidity model development and output analysis
- Ensure connectivity between U.S. and regional teams in approach to independent risk oversight of liquidity stress testing
- This role is part of a job share, where the candidate will work 2 or 3 days a week
- Understanding of capital markets and banking products
- A Master’s degree in Business, Finance, or other related field
- Experience in conducting attribution analysis and identifying key drivers
- Ability to comfortably manipulate and work with large data sets using Excel
- Familiarity with the features and characteristics of banking products financial risks associated with them
Liquidity Risk Senior Analyst Job Description
- Develop and demonstrate acumen for the analysis and assessments of liquidity risks across different lines of businesses and products
- Partner with Corporate Treasury in the development of alternative methodologies to forecast liquidity outflows
- Support the identification and calibration of appropriate risk metrics and early warning indicators
- Build reports and dashboards from data
- Develop and deliver management presentations
- Understanding the overall data flow for the project and able to communicate to different audiences (developer, BA, QA, PM and users)
- Understanding various product attributes from upstream
- Creating reporting mapping logic or requirement document
- Communicating requirement to development and QA, performing testing, coordinating UAT testing and assisting production implementation
- Contributing to the process re-engineering and process improvement where applicable
- Deep attention to detail and accuracy
- Bachelor’s degree in Risk Management, Finance, or Business related field
- Ability to coordinate with team members to gather and analyze data
- At least 6 years’ IT experience with at least 3-5 years of Banking IT experience
- At least 3 years of experience in handling applications related to financial and MIS reporting platform
- Expertise in RDBMS, Java and Unix shell scripting