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Liquidity modelling, ILAAP expert - Finance - London, United Kingdom

London, United Kingdom
Competitive Salary
Closing date
Feb 29, 2024

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Job Role
Business Analyst
Contract Type
Full Time
The responsibilities of the liquidity modelling and ILAAP Exert are to:

perform the liquidity planning and stress testing of UK GBIS entities, meaning :
  • o Project under base case and adverse scenario, the entity liquidity resources and requirement based on the financial and balance sheet projections.
  • o Identify macro variables that are relevant to the entity liquidity modelling
  • o Build liquidity stress testing scenarii,
  • o Calibrate the liquidity required to face these scenarios
  • o Maintain and improve the liqidity stress testing tool
  • o Execute the production of, and support the ongoing development of, the liquidity plan and stress testing deliverables in compliance of CRR regime regulatory requirements.
  • o Coordinate with other ILAAP stakeholders, being the SPOC (Single Point of Contact) for the ILAAP in DFIN/UK and maintain relationship with other departments and risk

• Monitor SG group modelling guidelines

• Improve the modelling methodology the meet the group guidelines, Audit recommendations, regulator expectations and market practice.

• Provide and update the relevant documents related to the models.

• Monitor the implementation of the model in the local and group tools.

• Support the team in charge of the daily liquidity management in order to better anticipate the impact of the models for the different liquidity metrics.

• Play a key role in the capital projection by using the modelling tools.

• Monitor the model risks

• Provide Management and business partners with ad-hoc liquidity analysis and forecasts;

Act as the main contact point within Finance team for question related to balance sheet modelling.

Profile required

- Knowledge of statistical and mathematical modelling approaches

- Knowledge of balance sheet management ;

- Knowledge of Treasury (structure, functions, profit planning and growth) and financial product and hedging;

- Knowledge of Funding and Capital management;

- Knowledge of interest rate risk and liquidity risk management ;

- Sound numerical ability skills;

- Analytical skills;

- Programming especially in VBA , R and Python

- Excellent communication, interpersonal, and structured thinking skills, with an ability to operate with minimal oversight.

- Good knowledge of the ILAAP process under CRR regulation in the UK

Why join us

People join for the impact they can have on us. They stay for the impact we have on them. A flatter structure offers visibility and exposure beyond that of our competitors, so you know our names, and we know yours. It's personable, human, and inspires success through passion. By encouraging open mindedness and a willingness to share ideas, we have adapted to market changes and thrived through innovation. Bringing words like "hard work" and "dedication" together with "community" and "respect" has enabled us to work collaboratively and build our future together. We call this Team Spirit and it's what makes us different. It's what makes you different.

Business insight

If you feel you have the required experience and qualifications, then please apply to the SG Resourcing Team, and we will manage your application. At Société Générale, we believe our people are our strength and are core to the success of our business. As such, we search for, recruit and appoint the best available person on the basis of aptitude and ability, regardless of sex, marital or civil partnership status, race, colour, nationality, ethnic or national origins, pregnancy, disability, age, sexual orientation, religion, belief or gender identity.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 23000WF5
Entity: Group Corporate Functions
Starting date: immediate

Publication date: 2023/12/14

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