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Snr Liquidity Risk Specialist

Risk Management Jobs, Quants Jobs
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High calibre individual with a strong academic background and significant risk management experience that will include be market risk/ALM gained from an investment or major consultancy. 

The ideal individual will demonstrate a good understanding of risk methodologies, excellent critical analysis skills, and an appreciation of robust vs weak risk management and stress testing.    A strong first degree in a numerical subject is essential and an advanced degree of relevant professional qualification (CFA, FRM, etc.) would be a distinct advantage. 

The role carries responsibility for providing technical risk expertise within the counterparty credit space. Focussing on the CCP environment specific responsibilities will include the analysis and assessment of stress testing and the measurement and modelling of counterparty credit risk. 

Applicants will demonstrate confident communication skills and the gravitas essential to be credible with a senior audience of finance professionals.  In addition to strong technical ALM/market risk management ability the role requires the successful candidate to possess superior negotiation and stakeholder management skills.

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