Praxis Digital
ALM / Liquidity Risk Manager (LCR & NSFR)
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Role Description
The ALM / Liquidity Risk Manager (LCR & NSFR) role is a contract, on-site position (3 days per week) based in London. In this role, the professional will oversee the monitoring, analysis, and reporting of liquidity risk, with a particular focus on meeting and optimizing Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) regulatory requirements. Day-to-day responsibilities include developing and maintaining ALM frameworks, performing liquidity stress testing, analyzing balance sheet structure, and ensuring compliance with internal policies and external regulations. The role involves collaborating closely with treasury, risk, finance, and technology teams to improve risk measurement models, enhance data quality, and support management with clear, actionable insights. The manager will also contribute to the design and implementation of digital and analytics-driven solutions to strengthen liquidity risk management practices.
Position Summary
The role is responsible for measuring, monitoring, and managing the bank's short-term liquidity and long-term structural funding profiles. The candidate will ensure full compliance with Basel III regulatory standards (LCR and NSFR), coordinate closely with the Treasury desk, and lead liquidity stress-testing frameworks.
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Key Responsibilities
- Regulatory Compliance & Reporting: Compute, analyze, and report daily/monthly LCR and NSFR metrics in alignment with local regulatory and Basel III standards.
- Balance Sheet Optimization: Partner with the Treasury and Business units to optimize the structural balance sheet—balancing High-Quality Liquid Assets (HQLA) against Available Stable Funding (ASF) and Required Stable Funding (RSF).
- Liquidity Stress Testing: Design, execute, and enhance liquidity stress-testing scenarios (Idiosyncratic, Market-wide, and Combined) to evaluate resilience against sudden cash drains.
- Intraday & Cash Flow Management: Monitor cash positions, projected cash outflows, and collateral management to prevent short-term liquidity shortfalls.
- Policy & Framework Governance: Maintain and update the bank's Liquidity Risk Management Policy, Contingency Funding Plan (CFP), and Internal Liquidity Adequacy Assessment Process (ILAAP) documentation.
- Cross-Functional Collaboration: Work alongside Risk Management, Finance, Compliance, and Business Lines to review new products and business lines for liquidity implications.
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Key Qualifications & Skills
- Education: Bachelor’s or Master’s degree in Finance, Economics, Accounting, Mathematics, or a related quantitative field. Professional designations like FRM, CFA, or PRM are strongly preferred.
- Experience: 3 to 7+ years of experience in Asset & Liability Management (ALM), Treasury, or Liquidity Risk within a banking or regulatory environment.
- Technical Knowledge: Deep understanding of Basel III/IV liquidity guidelines (LCR, NSFR, AMM), structural liquidity metrics, and funds transfer pricing (FTP).
- Software & Tools: Proficiency in advanced financial modeling, SQL, Python, or specialized ALM/Treasury systems (e.g., Moody's Analytics, FIS, or Bloomberg).
- Soft Skills: Strong analytical mindset, acute attention to detail, and the ability to present complex regulatory data effectively to senior management and risk committees.
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