Market and Liquidity Risk Manager

Our client is an international financial institution with main offices in Gibraltar, currently in the final stage of applying for full banking and investment services licences in Gibraltar. They are looking for candidates for the Market and Liquidity Risk Manager position in the Risk Management Department.

The main duties of the Market and Liquidity Risk Manager will focus on developing, implementing and maintaining an effective market risk and liquidity risk policies and procedures in line with the business strategy and regulatory requirements, as well as monitoring and reporting market risk exposure, liquidity position and applicable limits. As a member of the Risk Management Department you will be working with other teams across the Bank, in particular Finance and Treasury Division, and will report directly to the Head of Risk Management.

They offer the opportunity to develop your career in a digital-only international financial institution in Gibraltar that promotes a collaborative working environment and encourages leadership at all levels.

Key responsibilities:

  • Developing, implementing and maintaining an effective market risk and liquidity risk policies and procedures in line with the business strategy and regulatory requirements.
  • Developing market and liquidity risk appetite metrics and limits (reflecting regulatory requirements).
  • Performing an assessment of the market risk and liquidity risk exposure.
  • Monitoring market risk exposure and liquidity position and applicable limits based on internal and regulatory measures, performing market risk and liquidity risk stress tests to assess risk tolerances by reviewing how varying market scenarios and the company‚Äôs inability to meet its obligations may adversely affect its earnings, capital and operations.
  • Preparing market risk and liquidity risk management reports in cooperation with the Middle Office Team and liaising with the Regulatory Reporting Team with regard to the market risk and liquidity risk regulatory reporting.

Requirements:

  • An academic degree (under- or postgraduate), preferably in risk management, finance, economics, quantitative science.
  • At least 3 years of work experience in a bank, of which at least 2 years of experience in market or liquidity risk management or treasury management areas.
  • An internationally recognised professional qualification in risk management will be an advantage.
  • A strong understanding of market and liquidity risk metrics with the ability to implement strategic change.
  • A comprehensive knowledge of the regulatory requirements and reporting framework for market and liquidity risks (CRD/CRR/EBA requirements).
  • Strong technical and analytical skills and a deep knowledge of financial products and associated risks.
  • Proficiency in MS Office tools, MS Excel modelling in particular (experience in SQL and VBA programming will be an advantage).
  • Good command of written and spoken English, including financial vocabulary.
  • Ability to multitask and prioritise.
  • Excellent communication and interpersonal skills.
Job Category: Latest jobs in Gibraltar
Job Type: Full Time
Job Location: Gibraltar
Salary: DOE

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