Treasury Technical Analyst

London, England, United Kingdom
GBP500 - GBP650 per day
11 Oct 2018
16 Oct 2018
Contract type
Full time

You will be:

  • Assisting the Treasury Risk and Methodologies team lead in internal liquidity stress tests modelling
  • Assisting the Head of Regulatory Policy and Business Development in quantitative analysis required for the ILAAP and assist in drafting corresponding policy documentation as required

Key Responsibilities

  • Supporting the Risk and Methodologies team lead in undertaking excel modelling required to validate the updates to the stress testing methodology and parameters. This includes:
  • Back testing any proposed model changes
  • Assessing the impact on the liquidity metrics
  • Assessing the impact of changing FTP and Contingent Liquidity Charge on the Desks
  • Implementing the changes effectively in Bank's liquidity systems/appropriate Excel models
  • Supporting team members in developing functional specifications and technical specifications
  • Automating and performing user acceptance/regression testing with Treasury and IT in Treasury's in-house system, the ALDB (SQL Database)

ILAAP analysis

  • Supporting the Head of Regulatory Policy and Business Development in the preparation of the Bank's annual ILAAP which include:
  • Providing supporting quantitative analysis in most suitable format (e.g. charts, graphs, tables) required for the ILAAP (e.g. historical LCR, Internal stress testing positions, maturity mismatch profiles etc)

Essential Skills and Experience

  • Experience in a project or change function
  • Ability to understand, modify and productionise new systems and models quickly
  • Experience working within Banking/Treasury/ALM/Liquidity risk and experience
  • Financial product knowledge; previous experience in a trading/markets facing role.
  • Experience in liquidity stress testing modelling
  • Experience in carrying out quantitative analysis to support documentation/policy drafting

Morgan McKinley is acting as an Employment Business 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.

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