Vice President - Liquidity Risk Manager - ILAAP Specialist (m/f/d)

SMBC Bank International plc; Deutschland; Vor Ort; EUR 70.000 - 90.000; Vollzeit

Zusammenfassung

A trusted financial institution in Germany is seeking a highly motivated Risk Liquidity Manager to oversee the ILAAP process, ensuring compliance with ECB regulations. This role involves leading liquidity risk assessments, collaborating across teams, and implementing risk management frameworks. The ideal candidate has extensive experience in risk management, a strong understanding of regulatory requirements, and a background in quantitative disciplines. Come join a dynamic team that values diversity and supports professional growth!

Leistungen

Hybrid and flexible working

Competitive paid leave days

Private medical insurance

Various mental wellbeing policies

Learning and development opportunities

Ambitious remuneration package

Qualifikationen

• Extensive work experience in risk management, ILAAP, and ECB regulation in an ECB regulated bank.
• Strong understanding of liquidity regulatory frameworks and supervisory expectations related to ILAAP.
• Proven experience in developing and implementing liquidity risk frameworks, policies, and standards.

Aufgaben

• Lead and coordinate completion of ILAAP meeting regulatory expectations.
• Collaborate closely with Treasury to implement funding plan and liquidity risk monitoring.
• Design and implement risk measurement metrics and stress testing scenarios.

Kenntnisse

Risk management

Liquidity risk assessment

Analytical skills

Regulatory compliance

Stakeholder engagement

Ausbildung

Degree in a quantitative discipline

Jobbeschreibung

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 doesn't 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. Read on to find out how you could enhance your skills and gain valuable experience, by joining us to support 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 RMD Liquidity Team and play a significant role in ILAAP process.

This role is critical in ensuring that ILAAP is accurate, consistent, and is 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.

Position Description

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 indictors 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-bring 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.

As an employee of SMBC you have access to a host of both useful and exciting benefit offerings. See below some of the benefits on offer to you:

• 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

So, if you like a challenge and want to continuously grow and develop in a role where you will be supported along the way by a dynamic and diverse team, apply today!!

We recognise our role as a bank to support social change and welcome all applications, including those from groups often under-represented in financial services. We value the uniqueness of professional and personal, backgrounds and perspectives as they play a vital role in continuing the sustainable growth of our organisation. We'll ensure reasonable adjustments to our recruitment process are offered due to a disability or long-term condition whenever requested.

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