Date live:26/08/2025
Business Area:Risk
Area of Expertise:Risk and Quantitative Analytics
Contract:Permanent
Reference Code:JR-0000047130
As an Assistant Vice President in Funding and Liquidity Risk, you will play a pivotal role in managing funding and liquidity risk across the bank. You will take ownership of key liquidity models, ensuring assumptions remain robust and aligned with regulatory expectations. Your responsibilities will include independently reviewing and challenging first-line liquidity risk practices and funding strategies, providing effective oversight and escalating issues where necessary. You will lead the definition, calibration, and monitoring of liquidity risk limits, ensuring they align with the bank’s risk appetite and working closely with Treasury and business units to address any breaches.
In this role, you will represent the Risk function during regulatory examinations and internal audits, confidently articulating methodologies, governance frameworks, and control mechanisms. You will build and maintain relationships with both internal stakeholders and external regulators, influencing decisions and clarifying expectations. This is a high-impact position that offers broad exposure to financial products and a unique opportunity to deepen your expertise in liquidity risk while enhancing your leadership and project management capabilities.

To be successful in this role you should have experience with:

• Demonstrated understanding of liquidity risk, funding risk, or balance sheet management within a banking or financial services environment.
• Working knowledge of key regulatory liquidity metrics and frameworks (e.g. LCR, NSFR, ILST, PRA110, ILAAP) is desirable.
• Familiarity with financial instruments, market dynamics, and stress testing techniques.
• Ability to manage competing priorities and deliver high-quality outcomes under pressure.
• Communication and stakeholder engagement skills, with experience working across cross-functional teams and interacting with external regulators.

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills
Location: London

ACCOUNTABILITIES

• Development and implementation of a comprehensive liquidity risk framework, including metrics, forecasting models, liquidity limits and stress testing scenarios.
• Assessment, review and improvement of the adequacy and appropriateness of Treasury’s strategies to optimise the bank’s liquidity position, including managing cash reserves, borrowing facilities, and asset-liability matching.
• Monitoring daily liquidity positions, inflows, outflows, and potential funding gaps and report on liquidity risk metrics to senior management and regulators.
• Identification and assessment of potential sources of liquidity risk, such as market volatility, customer withdrawals, and regulatory changes.
• Development and testing of contingency plans to address liquidity shortfalls and market disruptions and Implementation of corrective actions as needed to maintain adequate liquidity levels.

PURPOSE OF THE ROLE

To safeguard the bank’s financial stability by assessing, managing and mitigating liquidity risk, which revolves around the bank’s ability to meet its short-term financial obligations and access funding at reasonable rates in different market conditions.

To be successful in this role you should have experience with:

• Demonstrated understanding of liquidity risk, funding risk, or balance sheet management within a banking or financial services environment.
• Working knowledge of key regulatory liquidity metrics and frameworks (e.g. LCR, NSFR, ILST, PRA110, ILAAP) is desirable.
• Familiarity with financial instruments, market dynamics, and stress testing techniques.
• Ability to manage competing priorities and deliver high-quality outcomes under pressure.
• Communication and stakeholder engagement skills, with experience working across cross-functional teams and interacting with external regulators