Senior Liquidity Risk Specialist
Core
Lead the bank-wide ILAAP Framework, manage liquidity risk profile, and validate liquidity risk models for Trade Republic.
Role type
Senior Liquidity Risk Specialist
Builds
ILAAP Framework, liquidity risk reports, and model validation analysis
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
ILAAP framework expertise, liquidity risk management, regulatory requirements knowledge, risk quantification methods, advanced programming (Python, R, C++, Java), SQL, model validation
Preferred skills
IRRBB/CSRBB experience, Tier1 Bank or Fintech background, FRM advisory/audit experience, regulatory body experience
Technologies
Python, R, C++, Java, SQL
Responsibilities
Take charge of the bank-wide ILAAP Framework including Governance, Quantification Methods, ILAAP Stress Testing Framework and Reporting Framework; Analyze and control Trade Republic's liquidity risk profile on a daily basis; Plan and initial, regular and ad-hoc validations of liquidity risk models; Deliver model validation analysis and reports in support of senior management and committee review
Seniority
Senior, hands-on IC
