Liquidity Risk Business Analyst - Banking

Liquidity Risk Business Analyst - Banking

A Bank in the City of London is currently seeking a Liquidty Risk Business Analyst to work within their Technology Cross Functional Team.

The Business Analyst will work closely with the business users to compile requirements, formulate testing strategies/plans, undertake system and integration testing and assist developers in understanding the business aspects of the solutions being put in place. There is a specific requirement for a Business Analyst with knowledge of Liquidity and Capital Requirements to support the bank's initiatives in this space.

Requirements:

  • Business analysis experience working for a leading bank or consultancy.
  • An understanding of recent regulation around Capital and Liquidity especially the CRD IV package.
  • Capital Requirements
    • Counterparty Credit Risk - exposure calculations, mitigants, risk weights and COREP returns.
    • Own Funds - eligibility, risk weighted assets, minimum requirements and COREP returns.
    • Market Risk, Operational Risk and COREP returns.
  • Liquidity Risk
    • Liquidity Coverage Requirement (LCR). HQLA asset eligibility, Cash Inflows and Outflows treatment, Collateral Swaps and associated COREP returns.
    • Net Stable Funding Ratio.
  • Knowledge of Derivatives, across a number of asset classes.