FS - RISK CONSULTING - FSRM - LTS - MANAGER

Risk Consulting – Financial Services Risk Management (FSRM) – Liquidity and Treasury Services – Manager

Description

Key Responsibilities

• Exposure to gap assessments, impact analysis and business readiness assessments for regulatory change management
• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
• Review work products to ensure that the team consistently delivers high quality work
• Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
• Play an active role in mentoring junior consultants within the organization
  

Qualifications, Certifications And Education

Must-have:

• Master’s degree in business administration (finance, economics) with at least 8-12 years of relevant work experience
• Experience in regulatory reporting in Banks (FR 2052a/LCR/NSFR/PRA 110/AMM)
• Financial product knowledge and familiarity with liquidity concepts including stress testing metrics such as ILST and the ILAAP framework
• Experience in working in Treasury & ALM department in Banks
• IRRBB risk understanding, modelling & reporting capabilities
• Understanding of Bank’s Balance Sheet and various products like loans, commitments, deposits, derivatives, etc.
• Understanding of cash flows and methods to project the cash flows (principal repayments and interest payments in futures)
• Understanding of discounting techniques and Present Value, Duration, Pv01
• Understanding of interest rate structures (fixed rates, floating rates, benchmark indexes, etc)
• Working Knowledge of FTP (Funds Transfer Pricing) methodologies benchmarking and enhancement plus FTP systems implementation support
• Regulatory understanding of IRRBB regulations (Economic Value of Equity (EVE), Net Interest Income (NII), Daily Gap, Non Traded Market Risk (NTMR), etc
• Understanding of regulatory stress testing scenarios including Recovery and Resolution Planning framework and resolution liquidity metrics such as RLEN or PRA TWD (Trading Wind-Down) capabilities including scenario design and cash flow forecasting
• Business analysis skill around documenting “As Is” model and define Target Operating Model (TOM) for various treasury and liquidity risk management processes.
• Liquidity risk policy and procedures document writing
• Ability to perform data analysis for cross report amount reconciliation. Working knowledge of SQL is a must.
• Strong problem solving and solution development skills
• Knowledge of Risk Management, Regulatory Compliance and Financial Reporting
• Ability to liaise with business and technical teams of all levels including senior management
• Automation/innovation mindset
• Professional English language written and verbal skills
• Excellent communication skills
  

Good-to-have:

• Certifications such as FRM, CFA
• Risk management system knowledge/experience
• Willingness to travel to meet client needs
• Previous project management experience
• QRM or equivalent solution working and modelling knowledge
• Ability to query and visualize large data (using Tableau, Qlik, Looker), perform data transformations and data analysis on large datasets
• Testing capabilities (UAT plan, UAT strategy, UAT review and sign off, etc)
  

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