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Liquidity Risk VP (3253059555)

Accounting 會計



GCSE/Scottish Standard Grades A-Level PhD 博士 Postgraduate or above 碩士或以上 Undergraduate or above 學士或以上 Intermediate apprenticeship 學徒

PSW Apprenticeship 學徒 華語工作 Contract 合同制 Full-Time 全職 Internship 實習 Part-Time 兼職


Charing Cross, London, United Kingdom

Job Number: 3215945 Posting Date : Jun 7, 2022 Primary Location : Europe, Middle East, Africa-United Kingdom-United Kingdom-London Education Level : Bachelor's Degree Job : Liquidity Risk Employment Type : Full Time Job Level : Vice President Description Division: Firm Risk Management Role: Liquidity Risk Department Level: Vice President Location: London Firm Risk Management Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. Background on the Position The role will reside within Firm Risk Management?s Liquidity Risk Department (LRD). LRD is responsible for the oversight of the Firm?s ability to survive adverse, idiosyncratic and market-related liquidity shocks. LRD?s mandate includes liquidity risk assessment and identification, limit setting and enforcement, business strategy challenge, liquidity reserve model methodology oversight, and communication of liquidity risks to senior management and the Board. Primary Responsibilities ? Contribute to the identification and assessment of key risks and active monitoring of Liquidity Risks ? Maintaining active dialogue with business units, Corporate Treasury, risk management colleagues, and other groups regarding business strategies, risk representation, limit compliance and liquidity stress testing ? Preparing and presenting briefings to senior management on key risk issues ? Execute risk review projects to improve identification, monitoring and management of Liquidity risk ? Communicate results of analyses with relevant stakeholders ? Creating high quality reports for Boards, Regulators and internal use ? Review and challenge of existing stress models FRM is committed to creating and providing opportunities that enable our workforce to reflect diverse backgrounds and views. LI-SC1 Qualifications Experience Excellent academic background, preferably with a degree in business, finance or a quantitative discipline 8-10 years relevant working experience, preferably at a large financial institution Strong understanding of risk and liquidity in relation to financial products including derivatives, secured funding, prime brokerage, equities, interest rates, foreign exchange and credit instruments Strong analytical skills and attention to detail, with the ability to provide information in usable formats (synthesize complex data sets and problems and conceptualize appropriate solutions) Experience using SQL to create queries for extracting and analyzing data Ability to work independently in a self-directed way in a collaborative, team-oriented environment Ability to effectively communicate with a wide range of stakeholders, both written and verbally (proficiency in Microsoft Excel and PowerPoint) An interest in working in a fast-paced environment, often balancing multiple high priority deliverables LI-SC1