Operational, Market and Liquidity Supervisor - London, United Kingdom - Saxton Leigh

Saxton Leigh
Saxton Leigh
Verified Company
London, United Kingdom

2 weeks ago

Tom O´Connor

Posted by:

Tom O´Connor

beBee Recruiter
Description

THE COMPANY:

Our client is a global independent bank with London offices based in the West End


THE RESPONSIBILITIES:


  • Ability to reconcile trade data in all Market Risk systems
  • Ability to investigate any reconciliation exceptions with Treasury
  • Provision of accurate, timely and relevant Market Risk reports which include Value at Risk, Hedge Prescription and FX reports on a daily basis highlighting any significant movements and/or breaches in limits as per latest Board approved policies.
  • Provision of valuations for positions that are unable to be input into Opics Plus on a daily basis
  • Ensuring compliance with the Bank's Trading Book Policy Statement, Interest Rate Risk in the Banking Book Policy and Liquidity Systems and Controls Policy and to promptly report any breaches
  • Provision of Market Risk reports to Group Market Risk on a monthly basis, including GALCO stress tests for the Trading Book, Banking Book and Liquidity
  • Acting as Secretary to ALCO and ability to produce summary reports on a monthly or quarterly basis as required by the Bank's Board, ALCO or Risk Committee
  • Provision of accurate, timely and relevant Liquidity Risk reports on a daily basis highlighting any significant movements and/or breaches in limits or Early Warning indicators
  • Provision of accurate, timely and relevant Liquidity Stress Testing reports on a daily/monthly basis
  • Provision of accurate, timely and relevant reports on the status of the investment book (Bonds/FRNS) on a weekly basis, highlighting any significant movements
  • Operational Risk
  • Provision of monthly and quarterly Operational Risk reports to the Bank's Audit and Compliance Committee, Board and other Senior Management
  • Oversight of the Bank's ORSA process including the oversight and collection of Business Officer and Peer Reviewer operational risk reports and KRI data
  • Act as Secretary to the Operational Risk Committee and producing summary reports on a quarterly basis and trend analysis on an annual basis as required by the Bank's Board or Risk Committee
  • Provide Operational Risk loss data to Finance department to consolidate into regulatory returns

EXPERIENCE REQUIRED:


  • University Graduate with proven commitment to continued professional development.
  • Global Association of Risk Professionals (GARP) Financial Risk Manager (FRM) certification.
  • Five years of relevant Market, Liquidity and Operational Risk Management experience.
For further information please contact Natalie Antat
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