The Role: Liquidity reporting analyst

Overview

An exciting opportunity to be a member the Liquidity and Balance Sheet Management team within Group Liquidity Regulatory Reporting, with key responsibilities for compilation of key Basel III liquidity ratio calculations (LCR and NSFR), internal and FSA regulatory liquidity risk reporting across the bank. The analyst will gain exposure to Basel III Liquidity Reporting project to implement the Liquidity Coverage Ratio (LCR) regulatory reporting requirement under the Credit Requirements Directive (CRD IV).

Duties and responsibilities

• Provide high quality research and analysis for liquidity risk management, including:
• Calculation of liquidity risk metrics
• Liquidity scenario analysis
• Liquidity risk reporting on Group wide basis for internal and external (PRA and statutory) purposes
• Alignment of internal liquidity reporting capabilities to Basel III regulatory requirements
• Assist in preparing responses and analysis with respect to the changing PRA and Basel III regulations pertaining to liquidity in the banking industry
• Assist in maintaining, updating and applying liquidity risk policies, practice guides and governance across the Group
• Involvement in multiple simultaneous initiatives to address the current and emerging liquidity regulatory changes.
• Requirements gathering and functionality for calculation of Liquidity Coverage Ratio (LCR) under the Basel III regulation.
• Act as a liaison between business user groups and the technical systems groups
• Undertake data mining / modelling to seek quantitative solutions
• Assist in System testing and UAT's and obtain approvals / sign off where required.
• To identify data requirements and engage in the data sourcing activities and building controls (including reconciliation and control reports) between source and output files.

Experience

Ideally qualified accountant or equivalent

Prior liquidity reporting experience is essential; FSA 47/48 experience or the new LCR NSFR reporting side

Please apply using Job Ref: JOT164791