Risk Consultant (Liquidity Risk)
Location
Secunderabad | India
Job description
Liquidity Risk Assessment:
- Conduct comprehensive liquidity risk assessments, considering both current and future market conditions.
- Analyze and evaluate the impact of various liquidity stress scenarios on the organizations liquidity position.
- Monitor and assess liquidity risk metrics, including LCR and NSFR, to ensure compliance with regulatory requirements.
Model Development and Validation:
- Develop and enhance liquidity risk models, incorporating the latest regulatory guidelines and best practices.
- Perform regular validation of liquidity risk models to ensure accuracy and effectiveness.
- Collaborate with quantitative analysts and data scientists to implement advanced modeling techniques.
Regulatory Compliance:
- Stay abreast of changes in liquidity risk regulations and guidelines.
- Ensure compliance with regulatory requirements related to LCR and NSFR, and prepare reports for regulatory submissions.
- Work closely with regulatory authorities during audits and examinations.
Stress Testing:
- Design and execute liquidity stress testing scenarios to identify vulnerabilities and assess the organizations resilience to adverse market conditions.
- Develop strategies to address potential liquidity shortfalls under stress scenarios.
Strategic Planning:
- Provide insights and recommendations to senior management for strategic decision-making related to liquidity risk.
- Collaborate with treasury and finance teams to optimize funding structures and liquidity buffers.
Training and Development:
- Conduct training sessions for risk management teams to enhance understanding of liquidity risk concepts and regulatory requirements.
- Mentor junior team members and facilitate knowledge transfer.
- 8+ years of experience in liquidity risk management, with a focus on LCR and NSFR.
- In-depth knowledge of regulatory frameworks related to liquidity risk.
- Strong quantitative and analytical skills, including experience with risk modeling and stress testing.
- Professional certifications such as FRM, CFA, or PRM are preferred.
Job tags
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