Jr. Liquidity Risk Analyst – LCR/ NCCF/ NSFR

  • Date Posted Nov 8, 2021
  • Location Toronto, Ontario
  • Job Type Contract
  • Job ID 13352

Are you a versatile self-starter with demonstrated ability to take initiative and work independently with attention to detail? Then, apply now!

Working with one of our top financial clients, this role calls for a Jr. Liquidity Risk Analyst – LCR/ NCCF/ NSFR who will be part of a team responsible for managing the ever-changing and dynamic world of trading and non-trading market risk, counterparty credit, margin management, liquidity risk and model development. The successful candidate will be responsible for a number of activities related to the analysis and reporting of market risk, liquidity, Independent Price Verification, Valuation adjustments, P&L Attribution, and policy implementation. The team executes infrastructure changes with regards to the implementation of new or revised risk policies, system migration, model implementations, valuation methodologies and analysis of the key measures used by the client to monitor and control market and liquidity risk. 

Responsibilities:

  • Support the risk appetite of the bank by independently identifying, measuring, analyzing and monitoring Liquidity Risk and variance analysis. Ensure all analysis is complete and accurate with thorough commentary, while escalating issues in a timely manner.
  • Be proactive with change management objectives by continuous improvement of independent processes, while ensuring day-to-day operations are maintained, to effectively support the business.
  • Execute infrastructure changes with regards to implementation of new, or revised Risk policy changes and ensure that changes are executed in accordance with CMRM change control procedures and EUC standards.
  • Ensure operational and regulatory risks within your business are correctly measured, aggregated, and analyzed in accordance with established and approved market risk policies, while adhering to CMRM standards Process Risk and Controls Self-Assessments.
  • Support in identifying innovative opportunities and help drive these initiatives.
  • Evolve analytical and attribution capabilities and business knowledge, and develop skills required for today and future, while understanding, identifying and responding proactively to current and emerging risks.
  • Collaborate and liaise closely with our business partners to assist in meeting the Bank’s objectives.
  • Develop and maintain a good understanding of the analytical principles underlying the pricing and risk management of financial derivatives, including issues that arise regarding financial modeling of products for Risk and P&L Valuations.
  • Continuously develop a deep understanding of the business, while being proactive in knowledge distribution and cross-training activities.
  • Work alongside management during the recruitment process. Help identify high caliber candidates that will integrate successfully

Desired Skill-Set:

  • Ability to develop and mentor individuals within the team, through cross-training
  • Strong communication (written & verbal) and interpersonal skills to facilitate working with colleagues at all levels of the
  • organization.
  • Ability to work in a fast paced environment and manage multiple deadlines and priorities.
  • Proactive and highly motivated individual, who enjoys process improvements and is willing to take and manage initiatives.
  • An independent thinker, who is able to learn and adapt quickly, while taking initiative to capitalize on opportunities, or
  • minimize problems.
  • An enthusiastic, positive and cooperative individual who can work independently and function well in a team environment.
  • Strong conceptual skills and attention to detail.
  • High level of commitment to quality work.
  • Good understanding of risk management, governance compliance and controls practices.
  • Experience with Market and Liquidity Risk measurement and reporting including metrics such as Liquidity Coverage
  • Ratio(LCR), Net Cumulative Cash Flow (NCCF), Net Stable Funding Ratio (NSFR).
  • Knowledge of financial instruments, regulations and market risk metrics, gained through academic study, or practical
  • experience.
  • Proficient with Microsoft applications.
  • Undergraduate or graduate degree in Risk Management, Business, Economics, Mathematics, Finance, (Engineering, Physics,
  • Computer Science) or other quantitative disciplines.

Nice to Have:

  • Pursuit or completion of CFA/FRM is an asset.
  • Risk, Valuations and/or reporting systems knowledge is an asset.
  • Programming skillsets such as VBA, Python, SQL, Alteryx is an asset to develop, modify and continually improve the risk management infrastructure used to capture and analyze risk.

BeachHead is an equal opportunity agency and employer. We advocate for you and welcome anyone regardless of race, color, religion, national origin, sex, physical or mental disability, or age.

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