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The Liquidity Risk team is part of the broader Market and Liquidity Risk Management department and represents the firm's second line of defence to monitor adherence to the firm's liquidity risk appetite.
NUMBER OF DIRECT REPORTS N/A
MAIN PURPOSE OF THE ROLE We are looking for maternity cover for a Director within our Market and Liquidity Risk Management department with particular focus on Liquidity Risk. The role involves developing and supporting the firm's Liquidity Risk Appetite framework with the primary focus on internal (stress) liquidity metrics and a secondary focus on some regulatory liquidity metrics.
KEY RESPONSIBILITIES In this role, you will be responsible for Liquidity Risk across MUFG's banking arm and securities business under a dual-hat arrangement. Under this arrangement, you will act and make decisions on behalf of both the Bank and the Securities business, subject to the same remit and level of authority, and irrespective of the entity which employs you.
Daily monitoring of liquidity risk profile and adherence to the firm's Liquidity Risk Appetite
Responsibility for second line review of liquidity risk management reports working closely with Front Office, Treasury and other support functions.
Escalation of any vulnerability in currency and maturity profile mismatches to management as well as careful monitoring of other controls to ensure the firm's liquidity risk profile is adequate.
Explanation of significant changes in liquidity risk
Be proactively involved in liquidity stress testing, scenario analysis and calibration of liquidity risk drivers at a firm level as appropriate.
Preparation of liquidity risk submissions to governance committees, e.g. Risk Management Committee and Asset & Liability Committee
Challenge and review of the firm's CFP, FTP and relevant Liquidity Risk policies
Keep up to date with all regulatory liquidity requirements and assist with compliance on an on-going basis. This involves pro-active engagement with other areas of the firm to share understanding of regulatory developments in the funding and liquidity space.
WORK EXPERIENCE Essential:
Experience in Treasury or Liquidity Risk Management
Sell side regulatory experience
SKILLS AND EXPERIENCE Functional / Technical Competencies: Essential
Experience of liquidity stress testing
Good understanding of a broad range of commercial banking & capital markets products
Strong Excel spreadsheet skills
Experience of regulatory liquidity risk metrics (LCR, NSFR etc.)
Education / Qualifications: Essential
Degree or equivalent in a numerical / science based subject
CFA or equivalent post graduate professional qualification
Excellent communication skills
A proactive, motivated approach.
A structured and logical approach to work
A calm approach, with the ability to perform well in a pressurised environment
Strong numerical skills
Excellent Microsoft Office skills (Excel, Database)
MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count. We support the principles of equality, diversity and inclusion in recruitment and employment, and oppose all forms of discrimination on the grounds of age, sex, gender, sexual orientation, disability, pregnancy and maternity, race, gender reassignment, religion or belief and marriage or civil partnership.
We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law.
Internal Number: 6243279
About MUFG Securities
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