The opportunity

We are seeking an experienced Liquidity Risk Specialist, ideally a retired subject matter expert, to collaborate on a short-term (upto 100 hours) contractual basis over approximately a 5-month period. This role is part-time and focuses on supporting and enhancing Liquidity Risk Management frameworks within institutional asset management environment. The successful candidate will play a critical role in strengthening liquidity risk resilience under a Total Portfolio Approach, partnering with key stakeholders to ensure robust alignment with the firm’s Risk Appetite Framework and decision‑making processes.

What you will do:

• Lead the design, enhancement, and ongoing maturity of the Liquidity Risk Management Framework across the total portfolio
• Provide independent 2nd line risk oversight for liquidity risk methodologies, assumptions, and governance
• Partner with Investments, Treasury, Finance, and Data teams to ensure effective implementation and ongoing adherence to liquidity risk standards
• Deliver clear, insightful liquidity risk reporting to senior management, risk committees, and governing bodies
• Act as a trusted SME and advisor on liquidity risk matters across the organization

Core Areas of Focus:

Liquidity Risk Management

• Liquidity Risk Management Frameworks within the context of the pension/asset management space, including governance and alignment to the Risk Appetite Framework; metric design and calibration (e.g., LCR/illiquidity metrics), stress and reverse-stress testing, data flow and governance, dashboards and escalation, and reporting.
• Ideally this individual would have a background from a 2^nd line Risk perspective in the design and implementation, methodology, governance, data, and escalation architecture specifically relating to liquidity risk within an institutional investor or pension context. Ideally this candidate would have this experience within the total portfolio approach. 

Your qualifications:

• Extensive experience in liquidity risk management within a pension fund, institutional investor, or asset management environment
• Strong Second Line of Defence background with hands‑on experience in framework design, methodology, governance, and implementation
• Demonstrated expertise in liquidity risk concepts across public and private assets within a Total Portfolio Approach
• Experience designing and overseeing liquidity risk metrics, stress testing, and escalation frameworks