Liquidity Risk Management - AVP
Venn Group is recruiting on an initial contract basis for a Liquidity Risk Management AVP for a globally renowned financial institution in London. This role is pivotal for the UK-based Securities Treasury project, focusing on liquidity risk management and contributing to the Target Operating Model (TOM) design, User Acceptance Testing (UAT), and liquidity projection for capital market transactions.
As a Liquidity Risk & Securities AVP, you'll play a key role in establishing the Securities Treasury, ensuring adherence to policies and effectively managing liquidity risks.
- Forecasting liquidity and cash balances and strategizing for capital market transactions within the UK Securities Treasury project.
- Developing test scripts, conducting tests, and maintaining test packs, while identifying/reporting defects.
- Collaborating with stakeholders to facilitate initiative completion and support system enhancements.
- Preparation for Liquidity Management Committee meetings and aiding in goal attainment.
- Daily engagement with Liquidity Risk Management, Funding Management, and Cash and Securities Operations teams.
- Collaboration with key stakeholders and external parties like clients, market counterparties, and regulatory bodies.
- Extensive background in Liquidity Risk Management.
- Proficiency in User Acceptance Testing (UAT) with a focus on integration.
- Experience in diverse organizational environments.
- Strong risk identification and mitigation skills.
- Ability to meet deadlines and adhere to controls.
- Exposure to regulatory contexts.
- Exceptional communication skills (written and verbal).
- Proficiency in Excel and data analysis.
- Self-motivated, adaptable, dynamic, and team-oriented.
- Skill in proposing process improvements.
If you're interested in this opportunity, submit your application and CV, and a member of Venn Group’s Financial Services division will be in touch