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About Market and Liquidity Risk
Management department
room operators, BIL's Market and Liquidity Risk Management (MLRM) team oversees various
activities in relation to market, liquidity and counterparty risks. Within this
framework, the team is notably responsible for:
- Monitoring
the market and liquidity risks of BIL Group by computing the adequate risk
figures (i.e. VaR, sensitivities, LCR/NSFR) relating to each activity and
their P&L;
- Ensuring
the Front Office system administration and the related data management;
- Maintaining
the risk framework and environment in line with the regulations.
Overall purpose of the function
As a Liquidity Risk analyst, you
will actively take part in:
- The assessment and the analysis of the regulatory liquidity risk indicators;
- The enhancement of the internal liquidity risk framework;
- Any analysis supporting the management’s decision making process by providing comprehensive analyses on liquidity topics.
Key Accountabilities
-Ensure regulatory liquidity risk reporting requirements (notably LCR, NSFR, ALMM and Stress testing);
-Perform data analysis to explain any significant variation or breach of a threshold;
-Coordinate with different teams to solve data quality issues, notably the Customer Relationship Managers (CRM) regarding the regulatory classification of depositors;
-Address regular or ad hoc requests from internal or external (ECB/JST or BCL) stakeholders;
-Enhance, together with the team, the liquidity stress testing scenarios and methodology.