Senior Consultant / Manager - Risk Management (Liquiditäts- oder Marktpreisrisiko) (w|m|d)
Core
Advise banking and financial services clients on complex liquidity and market price risk questions, developing tailored solutions from concept to implementation.
Role type
Senior IC risk management consultant (liquidity/market risk)
Builds
Integrated control approaches for liquidity and market price risks, bank-wide liquidity stress tests, quantitative modeling logics, and methodological frameworks (e.g., ILAAP, IRRBB/CSRBB).
Domain
Banking and financial services, regulatory risk management
Required skills
Liquidity and market price risk management, ICAAP/ILAAP framework knowledge, quantitative modeling, data analysis, regulatory requirements (EBA, SREP), project leadership
Preferred skills
FRM or CFA certification, experience leading banking implementation projects, team leadership, Python or R programming, external audit experience
Technologies
Python, R
Responsibilities
Lead (sub-)projects for banks and financial service providers in liquidity and market risk management; develop integrated control approaches for liquidity and market price risks; design bank-wide liquidity risk stress tests; develop quantitative modeling logics for risk measurement; design methodological frameworks (e.g., in ILAAP context); implement IRRBB/CSRBB requirements; ensure effective integration of regulatory requirements (ICAAP/ILAAP, IRRBB/CSRBB); mentor junior colleagues; contribute to the development of new consulting offerings and acquisition of new mandates.
Seniority
Senior, hands-on IC with team leadership responsibilities
