Business Analyst Liquidity Risk / IRRBB

Job Title:

Experience:

Location:

Department:

Role Overview

Business Analyst – Liquidity Risk / IRRBB

liquidity risk concepts, IRRBB frameworks, and related regulatory requirements (LCR, NSFR, PRA110, EVE, NII, etc.)

Key Responsibilities

• Gather, validate, and document

  business and functional requirements

  for Liquidity Risk and IRRBB projects.
• Support

  data analysis, data mapping, and reconciliation

  between source systems and reporting tools.
• Prepare

  BRDs (Business Requirement Documents), FSDs (Functional Specification Documents),

  and

  process flows

  to guide technology implementation.
• Partner with risk and finance stakeholders to ensure

  regulatory compliance and reporting accuracy

  .
• Perform

  impact assessments

  for system or process changes and propose solutions.
• Participate in

  UAT planning, test case design, execution, and defect management.

• Contribute to

  change and transformation initiatives

  related to liquidity reporting and risk data governance.
• Support continuous improvement in

  data quality, control processes, and reporting efficiency.

Required Skills and Experience

• 5–9 years

  of experience as a

  Business Analyst

  within banking, financial services, or consulting.
• Strong knowledge of

  Liquidity Risk and IRRBB concepts

  , including:

• Liquidity Coverage Ratio (LCR)

• Net Stable Funding Ratio (NSFR)

• PRA110

• EVE (Economic Value of Equity)

  and

  NII (Net Interest Income)

  metrics

• Gap and Basis Risk

• Experience in

  regulatory reporting, ALM systems, or Treasury Risk platforms

  (e.g., QRM, Moody’s RiskFoundation, Oracle OFSAA, Wolters Kluwer, AxiomSL).
• Proficiency in

  requirement gathering, documentation (BRD/FSD)

  , and

  UAT coordination

  .
• Strong

  data analysis

  skills using tools such as

  SQL, Excel, or Power BI

  .
• Excellent communication, stakeholder management, and problem-solving skills.
  

Preferred Qualifications

• Bachelor’s or Master’s degree in

  Finance, Economics, Engineering, or related discipline.

• Professional certifications such as

  FRM, CFA (Level 1/2), or PMP

  are advantageous.
• Exposure to

  Basel III / IV regulatory frameworks

  or

  risk data aggregation (BCBS 239)

  preferred.

Key Attributes

• Analytical thinker with strong attention to detail.
  
• Ability to manage multiple priorities in a fast-paced environment.
  
• Collaborative and proactive approach to problem-solving.
  
• Strong documentation and communication abilities.