Markets Treasury - Liquidity and Capital Optimization - Vice President
LONDON, LONDON, United Kingdom
GBP 100K-117K (estimate) Executive-level Full Time
Tasks
- Analyze counterparty credit risk RWA
- Analyze market risk RWA
- Define internal and external roadmaps with vendors and clearing houses
- Deliver optimization strategy
- Develop optimization models and analytics
- Drive optimization across collateral management
- Drive optimization across liquidity management
- Implement optimization strategies for financial resource constraints
- Maintain internal liquidity methodologies
- Optimize leverage and capital metrics
- Partner with trading desks to optimize collateral movement
- Review counterparty portfolios and trade structures
- Use large datasets to identify optimization opportunities
Perks/Benefits
Skills/Tech-stack
AWS | Artificial Intelligence | Basel III | Collateral Management | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Databricks | Derivative pricing | GSIB | LCR | Leverage Optimization | Liquidity Management | Market Risk | NSFR | Python | Risk Management | SLR | SQL | Securities Financing | Stress Testing | Tableau | XVA
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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