At a Glance
- Tasks: Lead liquidity risk analysis and enhance quantitative risk models in a dynamic financial environment.
- Company: Join a leading global financial market infrastructure organisation with a strong reputation.
- Benefits: Competitive salary, hybrid work model, and opportunities for professional growth.
- Other info: Collaborate with senior stakeholders and work with large datasets for impactful decision-making.
- Why this job: Make a significant impact on risk management strategies in a systemically important platform.
- Qualifications: 5+ years in risk management with strong analytical and programming skills.
The predicted salary is between 100000 - 113000 £ per year.
VP Liquidity and Market Risk Management | £100-113K base | Hybrid | London
A leading global financial market infrastructure organisation is seeking a Vice President, Liquidity & Market Risk Management to join its London-based Risk function.
This is a highly visible role focused on liquidity risk analytics, stress testing, model oversight, and market risk assessment.
Working closely with senior stakeholders across Risk, Operations, and Technology, you will play a key role in assessing the impact of strategic initiatives, enhancing risk models, and supporting the resilience of a systemically important financial services platform.
Key Responsibilities
- Perform liquidity risk analysis to assess the impact of strategic initiatives, business growth, and participant onboarding activities.
- Conduct daily, quarterly, and ad-hoc stress testing to evaluate potential settlement and liquidity disruptions under a range of scenarios.
- Analyse the impact of market, economic, and geopolitical events on liquidity and market risk exposures.
- Develop and enhance quantitative risk models, including benchmarking, monitoring, validation support, and documentation in line with model risk management standards.
- Design and implement process improvements and automation solutions to improve efficiency and strengthen risk controls.
- Produce detailed management information, risk reporting, and regulatory submissions for senior stakeholders.
- Work with large and complex datasets, applying advanced analytical techniques to support decision-making and risk oversight.
Background
- 5+ years' experience within Liquidity Risk, Market Risk, Quantitative Risk, Treasury Risk, Model Risk, or a related discipline within banking, consulting, or financial services.
- Strong understanding of liquidity risk frameworks, stress testing methodologies, and quantitative risk management techniques.
- Experience supporting model governance, monitoring, validation, or model risk management processes.
- Advanced data analysis and programming skills, including
Python, SQL, R, and Excel/VBA .
- Strong problem-solving, analytical, and critical-thinking capabilities.
- Excellent communication skills with the ability to present complex analysis to senior stakeholders.
- Degree in Finance, Economics, Mathematics, Computer Science, or another quantitative discipline. Advanced qualifications are advantageous.
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VP Liquidity & Market Risk Management employer: Investigo
Investigo is an exceptional employer that fosters a culture of innovation and collaboration, making it an ideal place for professionals looking to make a significant impact in the financial sector. Located in Coventry, employees benefit from a competitive salary package, including performance bonuses and cash allowances, alongside ample opportunities for professional growth and development in a forward-thinking environment. Join us to be part of a team that values your expertise and encourages you to drive meaningful change through automation and technology.
