Description
The role is in the Risk Systems and Data Financial Markets Team, within Risk Management - Projects, Data, Processes and Systems. Liquidity risk has become one of the main focus areas within Risk Management. As part of the liquidity risk management framework, regulators require banks to calculate the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), which are measures for the liquidity position of the bank. The underlying data for these ratios should be available on a trade level.
You will be responsible for adding Wholesale Rural and Retail locations in the development environment. The process, known as LCR reconciliation, involves Finance delivering the data for the team on a location by location basis and the data then being loaded and linked to Risk data in the development environment. Additional fields required for the LCR calculation are then derived and the LCR calculation is performed. You will be involved in comparing the results in the development environment with the liquidity calculations in production, thereby validating the process steps.
The role will expand your knowledge of the whole portfolio of the Bank and its dynamics from a liquidity perspective. You will also work closely with the IT, Finance and Risk Management stakeholders. You will report to the Business Change Manager, Risk Systems and Data Financial Markets
* Initiative - pro-active in seeking solutions.
* Partnership - Contributing to a joint result, seeking collaboration and supporting others.
* Customer Focus - anticipating and responding to the custoners needs, creating added value.
* Ability to translate and link technical data issues to practical portfolio solutions.
* Strong analytical skills to analyse data and identify issues/inconsistencies.
* Advanced Microsoft Excel skills.
* Knowledge of SQL would be useful.
* Strong knowledge of Risk Products and systems.
* Experience of working in project teams.