Senior Consultant / Manager - Risk Management (Liquidity and Market Price Risk) (f|m|x)
Core
Advise banking and financial services clients on complex liquidity and market price risk management, developing tailored solutions from concept to implementation.
Role type
Senior Manager / Senior Consultant (Risk Management)
Builds
Integrated management approaches, stress tests, and quantitative modeling frameworks for liquidity and market price risk.
Domain
Banking / Financial Services / Regulatory Risk
Deliverable
client delivery
Required skills
Liquidity risk management, Market price risk management, ICAAP/ILAAP frameworks, IRRBB/CSRBB requirements, NII simulations, Quantitative modeling, Data analysis, Python or R programming
Preferred skills
FRM or CFA certification, Experience leading bank-specific implementation projects, Specialist leadership experience, External audit experience
Technologies
Python, R
Responsibilities
Analyze client situations and identify new requirements, Develop tailored risk management solutions, Lead sub-projects in liquidity and market price risk, Design methodological frameworks for regulatory compliance, Mentor junior colleagues, Shape consulting portfolio and acquire new mandates
Seniority
Senior, hands-on IC with team leadership
