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        • city of london, london
        • permanent
        • dependent on experience
        • randstad financial services
        Role PurposeThe selected candidate will be responsible for providing independent risk oversight of liquidity risk management for the GroupThis role requires a deep understanding of best practice and regulatory expectations for enterprise risk management. The risk function provides oversight over all first line activities, including the risk appetite framework, limits and controls for business activities and data.Role also requires a fundamental understanding of all business line activities and their impact in the liquidity position of the bank. Key AccountabilitiesImpact on the BusinessExecute a comprehensive and granular programme of liquidity second line of defence. Ensure that procedures and controls are performing as designed.Support the build out of an effective Liquidity risk management second line function.Review entire stress testing process as it pertains to liquidity including but not limited to the scenarios that are chosen for the stress tests and assumptions made on liquidity of both assets and liabilities. Perform and document independent analysis on the assumptions to ensure independent viewpoint. Support and refine existing stress model assumptions and controls (limits, guidelines, model framework).Provide analytical support to generate an independent viewpoint and document appropriate challenge(s) particularly relating to independent testing of assumptions.Review both liquidity risk management policies, limits, standards, controls, metrics and thresholds and ensures they are within the defined corporate standards approved by the Board and ALCO. This includes annual reviews of the Contingent Funding plan.Review Front Line Units and the Enterprise's governance processes to ensure Liquidity Risk taken is in accordance with the corporation's Risk Appetite and that the proper risk framework is deployed to measure, monitor and control the riskKeep current on regulations relating to Liquidity Risk management issued and reviewed by the PRA, and any other relevant regulator.Participate in data analysis and material preparation for regulatory exams and ad hoc analysis. Operational Effectiveness & ControlDevelopment and implementation of effective processes systems supporting risk strategyDevelopment of efficient and streamlined liquidity processesEnsure risk processes are operating via ongoing and formal review.Manage internal and external audits, as appropriate. Support regulatory reviews and meetings.Be aware of the operational risks associated with the role and inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures and practices, management restructurings, and the impact of new technology.Ensure implementation of audit recommendations and maintaining satisfactory level of audits as required.Ensure organizational compliance with all relevant internal rules, regulations and procedures that apply to the conduct of our businesses.Ensure that the business operates using accepted industry-standard methodologies, practices, processes and principles.Foster a compliance culture and optimise relations with regulators. Major ChallengesEnsure roll out and adherence of Liquidity Risk function in line with the Bank's Risk Management FrameworkMust adapt to the evolutionary nature of the Liquidity risk management second line framework and analytical processes.Must be able to adapt to the changing regulatory expectations of liquidity risk in a timely manner.Ability to speak up and challenge when necessaryNavigating a challenging regulatory environmentAdapt / develop policy where necessary Knowledge & Experience ExperiencePractical experience of liquidity management within the group, including part of larger Markets Treasury desk, or its equivalent at a rival bank.Practical experience of funding gaps and the importance of liquidity management.Good working knowledge of Liquidity RegulationsExposure to demanding operational environments to gain insight into effective risk management applications.Working across all levels of an organisation to understand cross-functional linkages and interdependencies, as well as the implications of risk at both a strategic level and at the business unit level.Good knowledge of vanilla derivative markets products and relevant traded markets.Working knowledge of complex derivative markets products and relevant traded markets.Understanding how a bank squares its balance sheet and the demands this puts on the liquidity - identifying uses of the balance sheet.Good knowledge of cross market funding, and asset transformation.Good understanding of credit risk, the cost of credit, and the effects of limiting credit.Proven technical competency with system infrastructure.Good understanding of other areas e.g. Finance, Accounting, Operational, Legal, etc.Detailed understanding of the Bank's overall business dynamics.Network across the Group & the Banking industryHas developed a high level of professionalism and competency which helps to determine solutions around appropriate risk measures, risk processes, risk monitoring and management.Experience in addressing regulatory and audit requests.Established financial and accounting acumen.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        Role PurposeThe selected candidate will be responsible for providing independent risk oversight of liquidity risk management for the GroupThis role requires a deep understanding of best practice and regulatory expectations for enterprise risk management. The risk function provides oversight over all first line activities, including the risk appetite framework, limits and controls for business activities and data.Role also requires a fundamental understanding of all business line activities and their impact in the liquidity position of the bank. Key AccountabilitiesImpact on the BusinessExecute a comprehensive and granular programme of liquidity second line of defence. Ensure that procedures and controls are performing as designed.Support the build out of an effective Liquidity risk management second line function.Review entire stress testing process as it pertains to liquidity including but not limited to the scenarios that are chosen for the stress tests and assumptions made on liquidity of both assets and liabilities. Perform and document independent analysis on the assumptions to ensure independent viewpoint. Support and refine existing stress model assumptions and controls (limits, guidelines, model framework).Provide analytical support to generate an independent viewpoint and document appropriate challenge(s) particularly relating to independent testing of assumptions.Review both liquidity risk management policies, limits, standards, controls, metrics and thresholds and ensures they are within the defined corporate standards approved by the Board and ALCO. This includes annual reviews of the Contingent Funding plan.Review Front Line Units and the Enterprise's governance processes to ensure Liquidity Risk taken is in accordance with the corporation's Risk Appetite and that the proper risk framework is deployed to measure, monitor and control the riskKeep current on regulations relating to Liquidity Risk management issued and reviewed by the PRA, and any other relevant regulator.Participate in data analysis and material preparation for regulatory exams and ad hoc analysis. Operational Effectiveness & ControlDevelopment and implementation of effective processes systems supporting risk strategyDevelopment of efficient and streamlined liquidity processesEnsure risk processes are operating via ongoing and formal review.Manage internal and external audits, as appropriate. Support regulatory reviews and meetings.Be aware of the operational risks associated with the role and inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures and practices, management restructurings, and the impact of new technology.Ensure implementation of audit recommendations and maintaining satisfactory level of audits as required.Ensure organizational compliance with all relevant internal rules, regulations and procedures that apply to the conduct of our businesses.Ensure that the business operates using accepted industry-standard methodologies, practices, processes and principles.Foster a compliance culture and optimise relations with regulators. Major ChallengesEnsure roll out and adherence of Liquidity Risk function in line with the Bank's Risk Management FrameworkMust adapt to the evolutionary nature of the Liquidity risk management second line framework and analytical processes.Must be able to adapt to the changing regulatory expectations of liquidity risk in a timely manner.Ability to speak up and challenge when necessaryNavigating a challenging regulatory environmentAdapt / develop policy where necessary Knowledge & Experience ExperiencePractical experience of liquidity management within the group, including part of larger Markets Treasury desk, or its equivalent at a rival bank.Practical experience of funding gaps and the importance of liquidity management.Good working knowledge of Liquidity RegulationsExposure to demanding operational environments to gain insight into effective risk management applications.Working across all levels of an organisation to understand cross-functional linkages and interdependencies, as well as the implications of risk at both a strategic level and at the business unit level.Good knowledge of vanilla derivative markets products and relevant traded markets.Working knowledge of complex derivative markets products and relevant traded markets.Understanding how a bank squares its balance sheet and the demands this puts on the liquidity - identifying uses of the balance sheet.Good knowledge of cross market funding, and asset transformation.Good understanding of credit risk, the cost of credit, and the effects of limiting credit.Proven technical competency with system infrastructure.Good understanding of other areas e.g. Finance, Accounting, Operational, Legal, etc.Detailed understanding of the Bank's overall business dynamics.Network across the Group & the Banking industryHas developed a high level of professionalism and competency which helps to determine solutions around appropriate risk measures, risk processes, risk monitoring and management.Experience in addressing regulatory and audit requests.Established financial and accounting acumen.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        • london, london
        • permanent
        • competitive
        • randstad financial services
        Regular engagement with stakeholders, both internal and external, to ensure Credit considerations are incorporated into any change programmes.Well-rounded Mortgage and High Net Worth Individual product credit experience gained from the banking sector.Mortgage and Private Individual Analysis experience is a benefit. Proactive input into the design, build and implementation of any change programmes, this could be acrossPolicy, Processes or Procedures.Adaptable team player who is prepared to undertake ad-hoc tasks and administration roles that maybe asked of an employee within a small financial institution.Experience of second line oversight of Mortgages.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        Regular engagement with stakeholders, both internal and external, to ensure Credit considerations are incorporated into any change programmes.Well-rounded Mortgage and High Net Worth Individual product credit experience gained from the banking sector.Mortgage and Private Individual Analysis experience is a benefit. Proactive input into the design, build and implementation of any change programmes, this could be acrossPolicy, Processes or Procedures.Adaptable team player who is prepared to undertake ad-hoc tasks and administration roles that maybe asked of an employee within a small financial institution.Experience of second line oversight of Mortgages.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        • city of london, london
        • contract
        • £600 - £750, per day, PAYE
        • randstad business support
        Are you an experienced Data Modeller with a pragmatic attitude and experience working within an Investment Banking environment?This role would sit as a structural part of an established team supporting the CDO of a tier 1 financial institution. Responsibilities include: Defining an appropriate and business friendly data model to fit the level of data granularity required to navigate through MSS DataDefining the data modelling and architectural principles, guardrails and standards and drive the adoption of these within the MSS Businesses and FunctionsUnderstanding the technology landscape and assist management in making recommendations to enable executionProviding the technical expertise, consultancy and collaboration to support the adoption of the above across MSSAssessing and reviewing the evolution of the MSS logical modelsReviewing and assessing the alignment of the Conceptual Data Model currently hosted by Group, to the MSS Data ModelsAssisting MSS CDO capabilities with modelling new data elements into the Group strategic dataAligning MSS business data model to the HSBC Group data standardsDefining the strategy and implementation roadmap for the automatic generation of logical and physical modelsBackground Experience: Expertise in data modelling principles/methods including conceptual, logical & physical Data ModelsExpertise in developing diagrams representing key data entities and their relationships using industry modelling standards e.g. Class Diagrams, Entity Relationship DiagramsAbility to clearly communicate complex technical ideas in writing and verbally, regardless of the technical capacity of the audienceAbility to quickly learn and adapt modelling methods from case studies or other proven approachesAbility to manage multiple stakeholders, understand technology and business concepts quicklyProven track record of taking ownership / responsibility for work and be comfortable working independently in a fast moving environment with competing and rapidly changing prioritiesExperience in data modelling and metadata tools e.g. Visual Paradigm, CollibraFlexible approach to working hours and environmentIf you have similar experience to that outlined above and are looking for a new and exciting role to advance your career, please forward your CV today.Randstad Business Support is acting as an Employment Business in relation to this vacancy.
        Are you an experienced Data Modeller with a pragmatic attitude and experience working within an Investment Banking environment?This role would sit as a structural part of an established team supporting the CDO of a tier 1 financial institution. Responsibilities include: Defining an appropriate and business friendly data model to fit the level of data granularity required to navigate through MSS DataDefining the data modelling and architectural principles, guardrails and standards and drive the adoption of these within the MSS Businesses and FunctionsUnderstanding the technology landscape and assist management in making recommendations to enable executionProviding the technical expertise, consultancy and collaboration to support the adoption of the above across MSSAssessing and reviewing the evolution of the MSS logical modelsReviewing and assessing the alignment of the Conceptual Data Model currently hosted by Group, to the MSS Data ModelsAssisting MSS CDO capabilities with modelling new data elements into the Group strategic dataAligning MSS business data model to the HSBC Group data standardsDefining the strategy and implementation roadmap for the automatic generation of logical and physical modelsBackground Experience: Expertise in data modelling principles/methods including conceptual, logical & physical Data ModelsExpertise in developing diagrams representing key data entities and their relationships using industry modelling standards e.g. Class Diagrams, Entity Relationship DiagramsAbility to clearly communicate complex technical ideas in writing and verbally, regardless of the technical capacity of the audienceAbility to quickly learn and adapt modelling methods from case studies or other proven approachesAbility to manage multiple stakeholders, understand technology and business concepts quicklyProven track record of taking ownership / responsibility for work and be comfortable working independently in a fast moving environment with competing and rapidly changing prioritiesExperience in data modelling and metadata tools e.g. Visual Paradigm, CollibraFlexible approach to working hours and environmentIf you have similar experience to that outlined above and are looking for a new and exciting role to advance your career, please forward your CV today.Randstad Business Support is acting as an Employment Business in relation to this vacancy.
        • london, london
        • permanent
        • £70,000 - £100,000 per year
        • randstad financial services
        You will be joining an energetic international team of highly qualified professionals. The team's area of expertise is FM Trading pricing models, market risk and counterparty credit risk in the Trading book. The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment. The Role Design the methodologies for Market Risk internal models deciding on the best quantitative methods and techniques with the support of complex programming (e.g. risk factor evolution models for Value at Risk, Incremental Risk Charge, Counterparty Credit Risk simulation models; Market Risk Economic Capital and Stress Testing models).Gain the experience and work with the pricing models across the different FM pricing systems in the Interest Rate and Inflation asset classes, focusing on the model risk AVA methodologies. Provide quantitative support to risk managers and traders, such as tools to provide insight on model choices, analysis of the methodologies used for P&L explainer or market data proxies. About youA PhD or a MSc in a quantitative field, preferably (financial) mathematics, econometrics or physics;2-5 years of experience, with familiarity of derivatives pricing, risk models and the most important developments (for e.g. IBOR transition);Strong knowledge and experience with programming languages, especially C++ and/or Python;Strong communication skills and fluency in English; andConstructive attitude and pro-active team player.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        You will be joining an energetic international team of highly qualified professionals. The team's area of expertise is FM Trading pricing models, market risk and counterparty credit risk in the Trading book. The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment. The Role Design the methodologies for Market Risk internal models deciding on the best quantitative methods and techniques with the support of complex programming (e.g. risk factor evolution models for Value at Risk, Incremental Risk Charge, Counterparty Credit Risk simulation models; Market Risk Economic Capital and Stress Testing models).Gain the experience and work with the pricing models across the different FM pricing systems in the Interest Rate and Inflation asset classes, focusing on the model risk AVA methodologies. Provide quantitative support to risk managers and traders, such as tools to provide insight on model choices, analysis of the methodologies used for P&L explainer or market data proxies. About youA PhD or a MSc in a quantitative field, preferably (financial) mathematics, econometrics or physics;2-5 years of experience, with familiarity of derivatives pricing, risk models and the most important developments (for e.g. IBOR transition);Strong knowledge and experience with programming languages, especially C++ and/or Python;Strong communication skills and fluency in English; andConstructive attitude and pro-active team player.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        • london, london
        • contract
        • £700 - £800, per day, PAYE
        • randstad business support
        Are you an experienced XVA Quant Analyst with a strong attention to detail?This role would sit as a structural part of an established team supporting the delivery of upwards of 7 programmes at any one time. Responsibilities include: Development/enhancement of methodologies and infrastructure within XVA Fair Value Adjustments space.Contribution to the Analytics C++ Library and use of Python to develop new ML-based toolsParticipate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables.Work with other teams within Global PC Analytics, e.g. Stress Test to ensure XVA infrastructure allows to satisfy all regulatory requirements.Background Experience: Strong analytical and problem solving skillsFamiliarity with Valuation Adjustments (XVA), Funding and LiquidityKnowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards,options)C++ proficiency, familiarity with SQL and source controlFamiliarity with Python is an advantageExcellent communication skills (both written and verbal)Attention to detail and consideration of timelinesIf you have similar experience to that outlined above and are looking for a new and exciting role to advance your career, please forward your CV today.Randstad Business Support is acting as an Employment Business in relation to this vacancy.
        Are you an experienced XVA Quant Analyst with a strong attention to detail?This role would sit as a structural part of an established team supporting the delivery of upwards of 7 programmes at any one time. Responsibilities include: Development/enhancement of methodologies and infrastructure within XVA Fair Value Adjustments space.Contribution to the Analytics C++ Library and use of Python to develop new ML-based toolsParticipate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables.Work with other teams within Global PC Analytics, e.g. Stress Test to ensure XVA infrastructure allows to satisfy all regulatory requirements.Background Experience: Strong analytical and problem solving skillsFamiliarity with Valuation Adjustments (XVA), Funding and LiquidityKnowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards,options)C++ proficiency, familiarity with SQL and source controlFamiliarity with Python is an advantageExcellent communication skills (both written and verbal)Attention to detail and consideration of timelinesIf you have similar experience to that outlined above and are looking for a new and exciting role to advance your career, please forward your CV today.Randstad Business Support is acting as an Employment Business in relation to this vacancy.

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