Liquidity & IRRBB Reporting Manager

Job Description

12 Months Treasury IRRBB Reporting Role – International Bank

Working for a leading bank, you’ll be joining the Corporate Treasury Measurement team based in London.

The team is responsible for the production and reporting of all liquidity, funding and IRRBB information for the bank, including bespoke internal and regulated external reporting.

This includes providing daily liquidity metrics to key stakeholders and monthly/quarterly returns to the UK Regulator. In all instances, reporting needs to be timely, accurate and complete, with results validated against prior periods and in line with business objectives; reconciled to supporting source systems and clearly communicated to senior stakeholders.
Duties
•To perform regulatory and internal reporting for analysis as needed for liquidity measurement and interest rate risk reporting.
•To build an understanding of the liquidity risk profile of certain products.
•To implement new liquidity risk models and associated tools
•To contribute to ALCO papers and LCT papers as required.
•Support delivery of projects, including user acceptance testing.
•To be fully aware of time criticality of tasks (incl. SLAs) and to organise time to meet deadlines.
•Maintain, develop and enhance liquidity & IRRBB reports and tools.

What do you need to succeed?

•Strong data analysis and problem-solving skills.
•Robust Liquidity Reporting experience.
•Solid understanding of Regulation supporting all liquidity metrics in UK and Europe.
•Good understanding of Secured Financing products.
•Flexibility to adapt to changing day-to-day priorities whilst simultaneously achieving longer-term project-based deadlines.
•Motivated self-starter who is keen to learn.
•Ability to engage confidently and clearly with all internal stakeholders.
•Good communication skills.
•IRRBB reporting experience and Regulatory understanding
•Strong technology skills, including VBA, SQL, Python and data visualisation tools such as
Tableau, Power Bi, Data360.

If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you, but you are looking for a new position, please contact us for a confidential discussion about your career.
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