SVP, Market Risk (Liquidity Risk focus)

Main Responsibilities
 

• Develop and implement comprehensive liquidity risk management policies and procedures aligned with regulatory requirements and industry best practices.
• Lead the liquidity risk management function, including assessing and monitoring liquidity risk exposures, identification and measurement of liquidity risk factors and potential impacts on the organization's financial stability.
• Conduct regular stress testing, stress testing driven by regulator and scenario analysis to evaluate the organization's ability to withstand liquidity shocks and adverse market conditions.
• Ensure that the company's liquidity position is managed within the risk appetite set by the Board and that it complies with both internal policy limits and external regulatory requirements.
• Monitor and analyze regulatory requirements related to liquidity risk management, ensuring compliance with applicable regulations.
• Oversee the development and maintenance of contingency funding plans to ensure the company can manage unforeseen liquidity events
• Collaborate with treasury and finance teams to optimize liquidity management practices, including cash flow forecasting, liquidity buffer management, and funding strategies.
• Establish and maintain effective liquidity risk reporting frameworks, providing timely and accurate reports to senior management and regulatory bodies.
• Develop and maintain relationships with external stakeholders, including regulators, auditors, and industry peers, to stay informed about emerging liquidity risk trends and best practices.
• Lead and manage a team of liquidity risk professionals, providing guidance, coaching, and performance feedback.
• Collaborate with other risk management functions, such as market risk and interest rate risk, to ensure a comprehensive and integrated approach to risk management.
• Stay abreast of industry developments, regulatory changes, and emerging risks related to liquidity risk management, and proactively recommend enhancements to the organ

Requirements

• Bachelor's degree in finance, economics, or related field; a Master's degree or professional certification (e.g., CFA, FRM) is preferred.
• Minimum of 10 years of experience in finance, treasury, or risk management, with either focus on liquidity risk, IRRBB and market risk.
• In-depth knowledge of liquidity risk management principles, methodologies, and regulatory requirements, including LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio). Knowing FRTB and IRRBB is preferred.
• Strong analytical and problem-solving skills, with the ability to assess complex liquidity risk scenarios and develop appropriate risk mitigation strategies.
• Excellent communication and interpersonal skills, with the ability to effectively collaborate with stakeholders at all levels of the organization.
• Excellent leadership and communication skills, with the ability to articulate complex issues clearly and effectively to both technical and non-technical audiences
• Proficiency in financial analysis tools and software, including Excel and risk management systems.