ResponsibilitiesThe key responsibilities for this position include:
Structural Risk Identification: Work across various topics around liquidity and market risk of the banking book to identify potential risks, support the risk capture and representation in the risk framework.Structural Risk Monitoring: Monitor the structural risks for SGLB and SGIL. Engage with Front Office and Treasury to advise on risk taking activities, limit excesses and excess remediation.Structural Risk Framework: Contribute to the calibration of the risk appetite for the limits and thresholds applicable to SGLB and SGIL.Structural Risk Governance: Contribute to presentation and documents related to the local Governance (Committees support documents, RAS, RAF, RMF, Risk Identification, …). Maintain the policies related to structural risks.Models reviews: Review and challenge the models presented by the first Line of Defence.Audit and regulatory matters: Contribute to answers to audit and regulators. Contribute to the Individual Liquidity Adequacy Assessment process (ILAAP) and Individual Capital Adequacy Assessment process (ICAAP).Relationship management: Maintain a close and constructive dialogue with the management. Maintain a close engagement with the business lines in order to build a strong mutual understanding of their liquidity and structural risk drivers and mitigation strategies.Objectives and strategy: Contribute to the roadmap of the team on structural risks.Profile RequiredTechnical SkillsFamiliarity with Liquidity and Structural Risk frameworks and their application within a Financial Institution.Quantitative educational background (academic and professional).Advanced abilities in Excel (VBA), Python, Statistical orientated language, Power BI / Tableau, etc.Knowledge of liquidity best practices.Technical expertise surrounding FCA/PRA regulatory structural risk framework would be beneficial.Soft SkillsIndependent: can challenge status quo or different opinions when needed.Fast learner: eager to grow, learn / build knowledge.Team Spirit: contribute to a positive and versatile team environment, build constructive relationships with people from diverse backgrounds.Strong collaboration skills: capacity to engage with people with different backgrounds (LOD1 and LOD2, in the UK and at outside of the UK). Flexible and adaptable.Strong analytical and problem-solving skills: attention to details and rigor; ability to absorb a lot of information over short periods of time; capacity to understand complex situations and provide a synthetic view.
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