Financial Analysis Manager (Liquidity)

An experienced and dynamic Financial Analysis Manager (Liquidity) is sought to lead a small but highly impactful team responsible for internal liquidity risk modelling, stress testing, liquidity monitoring, and management reporting. This role will involve overseeing liquidity assessments, managing risk appetites, and providing crucial insights to the Liquidity Outlook Committee.

The role requires in-depth knowledge of liquidity regulatory frameworks, alongside exceptional financial analysis, modelling, and forecasting skills. The ideal candidate will be able to work under pressure, deliver accurate data within deadlines, and engage effectively with stakeholders to ensure business objectives are met.

Key Responsibilities:

• Lead a small team in monitoring and forecasting liquidity metrics on a daily, weekly, and monthly basis.
• Develop and refine existing liquidity forecasting methods, improving the accuracy, speed, and efficiency of data processing.
• Collaborate with Treasury, Risk Managers, and business areas to ensure the accuracy and appropriateness of liquidity forecasts and metrics.
• Deliver analytical reviews, variance analysis, and detailed commentary on liquidity forecasts and metrics.
• Support the oversight of liquidity stress events, assessing potential risks and triggers for liquidity stress.
• Manage the development of new liquidity indicators, aligning with ILAAP evolution.
• Lead the preparation and presentation of liquidity reports to the Liquidity Outlook Committee.
• Foster a culture of excellence within the FP&A team, promoting skills development and a results-driven mindset.
• Cultivate and maintain strong relationships across the business, leveraging effective stakeholder management to ensure optimal outcomes.
• Take ownership of ad hoc projects related to liquidity planning and risk management.
• Maintain high-quality documentation and ensure robust internal controls are in place to safeguard financial data and liquidity risk processes.

Skills & Experience Required:

• Qualified accountant (CIMA/ACCA preferred) with strong analytical and financial modelling experience.
• Proven experience in liquidity risk management, with a deep understanding of liquidity regulatory frameworks and their practical application.
• Advanced proficiency in Excel, with a focus on financial modelling, forecasting, and scenario analysis.
• Ability to manage a small team, motivate colleagues, and foster a high-performance culture.
• Strong communication skills, both verbal and written, with the ability to present complex information to senior stakeholders.
• Highly organized, with a proven ability to meet tight deadlines and prioritize multiple tasks effectively.
• Experience with variance analysis, scenario modelling, and forecasting liquidity risks.
• A logical, systematic problem-solver who can adapt to a fast-paced, evolving environment.

Additional Information:

• The role is hybrid, requiring 2 days per week in the Birmingham office.
• Please note, the client does not hold a UKBA sponsor license, and the role is not open to applicants requiring visa sponsorship.