Analyste risque de liquidité H/F
Core
Calculate, validate, and analyze regulatory and internal liquidity indicators (LCR, NSFR, ALMM, stress tests) to support the bank's financial stability and compliance.
Role type
Senior IC liquidity risk analyst
Builds
Regulatory liquidity reports, internal dashboards, and data automation processes
Domain
Banking / Financial Risk / Liquidity Management
Deliverable
dashboards & analysis
Required skills
Regulatory knowledge (Bale III/IV, CRD IV/CRR3), SQL, Python or R, data modeling, financial accounting (IFRS), ALM
Preferred skills
MySQL, Alteryx, VBA, stress testing methodologies
Technologies
SQL, Python, R, MySQL, Alteryx, VBA, Microsoft Office
Responsibilities
Produce daily/weekly/monthly liquidity indicators (LCR, NSFR, Gap, Stress Tests), automate data production processes, contribute to internal dashboards and reporting, participate in liquidity projects
