Twenty Financial Services are currently recruiting for a Risk Analyst, for a leading Financial Services Company in London.
Sitting within the Liquidity and Collateral Management team, this person will need excellent VBA skills and prior experience in liquidity risk.
- To provide daily analysis for senior Risk stakeholders across collateral, liquidity and investment activity
- To actively support the Head of Risk as and when incidents / events occur to provide a real time view of the liquidity risk
- Responsible for running and analysing daily liquidity stress tests and escalate findings as appropriate
- Ensure securities collateral posted by clearing members as cover are in line with collateral management policy, sufficiently liquid, and the haircuts applied are appropriate
- Experience of liquidity risk
- Strong analytical and problem solving skills - VBA, SQL
- Creating Macros in VBA
- Applying SQL skills for data manipulation and integration.
- R skills desirable but not essential - applying scripts in R
- Able to work on multiple ad-hoc pieces of analysis for senior risk stakeholders
- To deliver quality, well thought output frequently on an unsupervised basis
- Knowledge and understanding of financial instruments and capital markets