Liquidity Risk Manager - VP Level (m/f/d)

SMBC Bank International plc; Deutschland; Hybrid; EUR 70.000 - 90.000; Vollzeit

Zusammenfassung

A global banking institution in Germany seeks a dedicated Risk Liquidity Manager to ensure comprehensive compliance with regulatory standards, particularly within the ECB framework. The role involves leading the Internal Adequacy Assessment Process (ILAAP), collaborating with multiple stakeholders to maintain effective liquidity risk management strategies, and designing stress testing frameworks. The ideal candidate will have extensive experience in risk management and possess strong analytical skills, supporting the organization's commitment to a sustainable financial future.

Leistungen

Hybrid and flexible working

Private medical insurance

Access to learning and development opportunities

Qualifikationen

• Extensive experience in ECB regulated banks focusing on risk management and ILAAP.
• Strong understanding of measurement techniques for liquidity risk.
• Fluency in English and advantageous knowledge of German.

Aufgaben

• Lead completion of the Internal Adequacy Assessment Process (ILAAP).
• Collaborate with Treasury for liquidity risk monitoring.
• Design stress testing scenarios for liquidity management.

Kenntnisse

Risk management

Liquidity regulatory frameworks

Analytical skills

Stakeholder engagement

Ausbildung

Degree in a quantitative discipline

Jobbeschreibung

Welcome

SMBC: A trusted partner for the long term.

Here at SMBC Group, we want to help you find the next step in your career so read on to discover if this opportunity is the one for you. We like to recognise potential in our people, so we welcome your application even when your experience does not perfectly align with the job description. Whilst we’ll always strive to be better, we’re proud of our inclusive culture and encourage our applicants and colleagues to be their authentic, unique selves.

Who we are

United by a sense of purpose towards our customers — to be a trusted partner for the long‑term — and our universal banking platform in EMEA, SMBC Group has an international growth agenda and award‑winning products, meaning we provide exciting opportunities to work on a diverse range of projects and initiatives. We deliver a full suite of corporate finance products and solutions to our customers as well as investment banking and advisory services, and a range of innovative solutions in global capital markets. By joining us, you could enhance your skills and gain valuable experience by supporting our clients’ transition to a sustainable future.

Role Summary

We are seeking a highly motivated and experienced Risk Liquidity Manager (m/f/d) to join the RMD Liquidity Team and play a significant role in the ILAAP process. This role is critical in ensuring that ILAAP is accurate, consistent, and fully compliant with (ECB) regulatory expectations and internal standards. You will be responsible for running the liquidity risk assessment (ILAAP) incl. development of funding plan, review of all processes and quantification tools as well as comprehensive documentation. In addition, you will support screening and understanding of new regulations, definition of business requirements, design and implementation of components fit for purpose liquidity risk management to ECB standard as well as maintenance of comprehensive PPMs. You will work cross‑functionally with stakeholders from Risk, Treasury, F&C, Data Management Office, IT, Compliance, and senior leadership to ensure that ILAAP principles are implemented and embedded in all relevant processes and systems within the Liquidity Risk Management Framework.

Business Area

SMBC Bank EU AG has a dedicated liquidity risk management team in charge of designing, implementing, developing and maintaining the bank’s liquidity risk management framework. SMBC EU has been under the direct supervision of the Bundesbank and BaFin, ensuring compliance with German regulatory requirements. As the bank transitions to direct supervision by the European Central Bank (ECB), it is imperative to strengthen its liquidity framework in line with ECB expectations. In this context, the role holder is responsible for ensuring the implementation of ILAAP principles to ECB expectation as well as for capturing and implementing at appropriate level all new requirements related to liquidity risk.

Accountabilities & Responsibilities

• Lead and coordinate completion of the Internal Adequacy Assessment Process (ILAAP) meeting the regulatory expectations incl. risk identification, measurements, and reporting process.
• Collaborate closely with Treasury, STPD and F&C to ensure appropriate implementation of funding plan and liquidity risk monitoring.
• Design and implement meaningful risk measurement metrics and techniques (including liquidity risk tolerances, limits, key risk indicators and other control measures).
• Design Stress Testing scenarios as part of MYP (adverse cases) and maintain comprehensive liquidity stress testing framework.
• Support the ‘end to end’ implementation of liquidity risk framework, which includes design and implementation of procedures as well as training to relevant stakeholders.
• Support reporting quality by establishing controls, and monitoring mechanisms; lead root cause analysis and remediation efforts.
• Lead or contribute to strategic projects involving liquidity risk framework, including design, definition of business requirements and implementations.
• Develop and deliver training to promote awareness on liquidity risk management framework governance and culture.
• Prepare and present ILAAP results to senior management and ALMCo on the status, progress, risks and initiatives.
• Act as a subject matter expert for ILAAP related topics within the risk function and represent the function in group‑wide liquidity risk forums.

Knowledge, Skills, Experience & Qualifications

• Extensive work experience in risk management, ILAAP, and ECB regulation in an ECB regulated bank.
• Strong understanding of market and regulatory standards and requirements for liquidity risk management.
• Strong understanding of liquidity regulatory frameworks and supervisory expectations related to ILAAP (e.g. ECB Guidelines on ILAAP and Intraday Liquidity).
• Deep understanding of the banking products, derivatives and bond trading.
• Detailed understanding of measurement techniques used in liquidity risk (stress testing models).
• Proven experience in developing and implementing liquidity risk frameworks, policies and standards preferably within ILAAP.
• Familiarity with modelling aspects and data quality is a plus.
• Familiarity with ESG is a plus.
• Excellent analytical and problem‑solving skills with a structured and detail‑oriented approach.
• Strong interpersonal and communication skills with the ability to engage and influence stakeholders at all levels.
• Educated to degree level in any subject or relevant industry experience, preferably in a quantitative discipline.
• Fluent in English; German is a strong advantage.

Competencies

Customer Focus, Driving Change, Driving Results, Embraces Diversity, Enterprise Leadership, Judgement and Decision Making, Risk Management, Strategic and Visionary, Trust and Integrity.

What we offer

For all the expertise and experience you bring to help us make a difference, it’s only sustainable if we support you to build your career and be your best self, so we offer competitive company benefits, centred around promoting positive well‑being and work‑life balance. We also believe in fostering a diverse and inclusive work environment, where all team members perspectives and contributions are valued. Initiatives in place which promote a diverse and inclusive culture and healthy work‑life balance include hybrid working, Sport & Social Clubs and Diversity and Inclusion networks.

• Hybrid and flexible working.
• Competitive paid leave days.
• Benefits to support your physical wellbeing, including private medical insurance and life and invalidity insurance.
• Various policies to support your mental wellbeing, including a robust behavioural health network with counselling and coaching services.
• Access a wide range of learning and development opportunities and career progression opportunities.
• Ambitious remuneration package.

About SMBC

A trusted partner for the long term. United by a sense of purpose towards our customers — to be a trusted partner for the long‑term — and our universal banking platform in EMEA, we deliver a full suite of corporate finance products and solutions to our customers, including corporate, structured and trade finance, leveraged finance, loan market and treasury products. We can also provide investment banking and advisory services and a range of innovative solutions in global capital markets. Find out more about what we do and who we are at https://www.smbcgroup.com/emea/careers.

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