Senior Associate, Specialist, Market & Liquidity Risk, Risk Management Group
Core
Governance, risk control, and reporting for Liquidity Risk and Interest Rate Risk on the Banking Book (IRRBB) within a bank.
Role type
Senior Associate, Specialist in Market & Liquidity Risk
Builds
Risk reports, stress test analyses, and compliance documentation for bank liquidity and interest rate risk.
Domain
Banking / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Liquidity risk modeling, IRRBB analysis, regulatory compliance, stress testing, audit liaison, policy review, system validation, business continuity planning
Preferred skills
CFA, FRM, MBA/PGDBA, knowledge of Treasury products, coding/data handling
Technologies
Risk systems, MS Office suite
Responsibilities
Compute and monitor liquidity risk and IRRBB measures; ensure policies align with regulatory frameworks and risk appetite; perform stress testing and analyze impacts; liaise with auditors and senior management; handle audit queries; validate new risk functionalities; automate risk processes; manage business continuity and disaster recovery activities.
Seniority
Senior Associate, Specialist
