AVP/Senior AVP - Liquidity Reporting - Investment Bank

Liquidity Reporting team in prepares liquidity reports submitted to PRA, like, PRA047, 048, 050 to 054 for the region. This role in particular will review and oversee preparation of these reports along with added responsibility of managing upcoming transitions.

Primary responsibilities include :

- Delivery of daily liquidity reports on a timely and accurate basis for the bank including Liquidity Coverage Ratio (LCR) and 5th Generation (5G) granular reports.

- The opportunity to participate in the implementation of the process for calculating, reporting and controlling the Basel 3 Liquidity Risk ratios as well as other liquidity risk ratios based on specific requirements of the regulators and standard setters such as US Fed 2052 a reporting.

- Driving the monthly calculation and reporting of various Liquidity Ratios, ensuring that the calculation and delivery of the report and analysis are performed with the highest quality standard and in accordance with the agreed timeline.

- Daily variance analysis on asset and liability liquidity positions in USD reporting currency and all other material currencies is accurate

- Validation of variances with product control on a daily basis

- Accurate completion of adjustments posted for reconciling items on a manual/tactical basis

- Daily interaction with treasury to confirm liquidity analysis, investigation and follow up on queries from Treasury

- Daily liaison with NY Liquidity team

- Use of all Regulatory systems including TECH, STAR, AXIOM and OBIEE

- Ensuring returns and reconciliation to source systems

- Delivery of client focused, supporting analytics for review and sign off meetings

- Ownership of review points and subsequent closures

- Capacity planning for major reporting cycles

- Contributing to Briefings and Debriefing regarding the reporting cycle

- Delivery of Reporting improvements and efficiencies across all entities for both internal and external reporting requirements

- Data Quality review and improvements

- Ownership of a robust control environment including review checklists

- Establishing and maintaining complete and precise process documentation. Ensuring that the process description is constantly up-to-date for the monthly calculation process

- Identifying and driving improvements in the monthly calculation procedures. Working to improve the timeliness of the calculation whilst enhancing the control and analytical procedures.

As part of the designing of an IT solution to perform the calculation of the liquidity ratios, the candidate will be required to drive user acceptance testing and will participate in working groups in charge of the design and implementation of the IT solution.