Risk Consultant (Liquidity Risk)

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 organization's 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 organization's 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.

Requirements

• 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.