CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
You'll be a part of the division responsible for the independent control over the bank's liquidity management framework as well as the Market Risks managed by Treasury. The team is responsible for the independent validation of liquidity risk models, the setting of Liquidity Risk Appetite as well as the ongoing oversight of liquidity risk in the bank.
Being responsible for the independent oversight of liquidity risk and the validation of the bank's Liquidity Management framework and underlying models
Identifying Risk and interacting with the Treasury and the business on any relevant Liquidity Risk
Reviewing and developing of related internal risk reports to ensure consistency and compliance with the bank's risk tolerance
Executing and documenting a detailed model validation process across the entire Liquidity Risk Framework, in accordance with bank's model validation framework
Liaising with Treasury and Businesses as well as other risk management areas
Constantly exploring liquidity risk management issues within the business functions allocated and the management leading of related projects
Skills & Qualifications:
Experienced and confident individual with strong management and leadership skills
Extensive experience within a Treasury or Liquidity Risk function of a universal or investment bank
Experience in audit/validation and documentation background
High aptitude with respect to topical issues in liquidity regulation such as Basel III and CRD IV
Ability and experience to organise and lead across different time zones and cultures
Excellent communication and presentation skills
Strong analytical and problem-solving skills and demonstrated ability to work independently
Ability to interface with business units and senior stakeholders
Morgan McKinley is acting as an Employment Agency in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.