Liquidity Risk Manager, Equity Derivatives & Trading

About the role

The Equity Derivatives and Trading division (EDT) has an opportunity for a Liquidity Risk Manager to join the team in London. The individual will primarily assist in managing and enhancing key components of the liquidity and funding calculation and reporting for the equities business.

Responsibilities 

• Day-to-day management of:
  • Liquidity calculation and reporting – aligned with the Trading desks  and working with Capital and Liquidity Management, Treasury and IT to support the Liquidity calculation methodology that is  required as part of Prudential reporting, e.g., LCR and NSFR
  • Funding calculation – working with the Trading desks and the Financial Management Group to calculate the funding costs attributable to the equities business, e.g., Transfer Pricing
• Oversight and evaluation of trades for liquidity compliance
• Data analysis to drive optimisation of funding requirements and usage
• Delivery of Prudential regulatory initiatives from inception through to implementation – managing projects, performing analysis, testing and managing stakeholders 
• Maximise operational efficiency by identifying, championing and streamlining processes

In this role, you will be exposed to all aspects of the EDT division’s businesses and you will be working with stakeholders within EDT and other divisions such as Finance, Treasury, Regulatory Reporting and Technology

About you

• Experience in the Treasury or Finance functions in the Financial Services Industry
• Strong understanding of Equity and Fixed Income derivatives specifically
  • Listed derivatives (Futures, Options, ETFs)
  • OTC Options
  • Swaps
  • SBL & Repo
  • Bonds
• Ability to understand and navigate the structural and regulatory environment in different markets.
• Strong numerical and excel skills (VBA competency is desired)
• Strong analytic skills and ability to quickly learn new products and systems. Can thrive in a challenging constantly changing environment by demonstrating initiative, judgement, and tenacity.
• Keen attention to detail
• Excellent verbal, written and interpersonal skills
• Strong sense of ownership and accountability for work
• Ability to work well under pressure and in a dynamic environment, delivering timely, accurate and high quality solutions to business opportunities and challenges.
• Ability to pro-actively identify risks and opportunities for the business
• An understanding of accounting principles

Macquarie understands the importance of diversity and inclusion – our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you’re capable, motivated and can deliver, we want you on our team.

Macquarie is an equal opportunities employer and does not discriminate on the grounds of age, disability, sex, sexual orientation, gender reassignment, gender identity, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.