Lead - Market Risk/Liquidity Risk - BFS

- Preparation and review of LCR and NSFR reports

- Review of stress testing methodology (and relevant experience with implementation of stress testing and CFP testing)

- Supporting the automation of liquidity and market risk reporting (systems experience in other banks would be very helpful)

- Preparation of material/analysis for ALCO meetings i.e. analysis of interest rate sensitivity, liquidity gaps etc.

- Experience with behavioural analysis (we will not need this now but will need it another 18-24 months)