Senior Consultant / Manager - Risk Management (Liquiditäts- oder Marktpreisrisiko) (w|m|d)
Core
Senior Consultant/Manager advising banks and financial services on liquidity and market price risk management, developing integrated control approaches, stress tests, and quantitative modeling logics.
Role type
Senior IC risk management consultant (liquidity/market risk)
Builds
Integrated control approaches for liquidity and market price risks, bank-wide stress tests, quantitative modeling logics, and methodological frameworks for regulatory requirements (ILAAP, IRRBB, CSRBB).
Domain
Banking and financial services, risk management, regulatory compliance
Required skills
Risk management (liquidity and market price), quantitative modeling, data analysis, regulatory framework knowledge (ICAAP, ILAAP, IRRBB, CSRBB), Python or R programming
Preferred skills
FRM or CFA certification, experience leading bank implementation projects in liquidity and market risk management, experience with external audits
Technologies
Python, R
Responsibilities
Lead (partial) projects for banks in liquidity and market risk management from gap analysis to implementation; Develop integrated control approaches and stress tests; Conceive methodological frameworks for regulatory requirements; Drive team collaboration and mentor junior colleagues; Contribute to portfolio development and new mandate acquisition
Seniority
Senior, hands-on IC with team leadership responsibilities