Risk Consultant

1 week ago


Hyderabad, Telangana, India Unison Consulting Full time
Liquidity Risk Assessment:
  • Conduct comprehensive liquidity risk assessments, considering both current and future market conditions
  • Analyze and evaluate the impact of various liquidity stress scenarios on the organization's liquidity position
  • Monitor and assess liquidity risk metrics, including LCR and NSFR, to ensure compliance with regulatory requirements
Model Development and Validation:
  • Develop and enhance liquidity risk models, incorporating the latest regulatory guidelines and best practices
  • Perform regular validation of liquidity risk models to ensure accuracy and effectiveness
  • Collaborate with quantitative analysts and data scientists to implement advanced modeling techniques
Regulatory Compliance:
  • Stay abreast of changes in liquidity risk regulations and guidelines
  • Ensure compliance with regulatory requirements related to LCR and NSFR, and prepare reports for regulatory submissions
  • Work closely with regulatory authorities during audits and examinations
Stress Testing:
  • Design and execute liquidity stress testing scenarios to identify vulnerabilities and assess the organization's resilience to adverse market conditions
  • Develop strategies to address potential liquidity shortfalls under stress scenarios
Strategic Planning:
  • Provide insights and recommendations to senior management for strategic decision-making related to liquidity risk
  • Collaborate with treasury and finance teams to optimize funding structures and liquidity buffers
Training and Development:
  • Conduct training sessions for risk management teams to enhance understanding of liquidity risk concepts and regulatory requirements
  • Mentor junior team members and facilitate knowledge transfer
Requirements
  • 8+ years of experience in liquidity risk management, with a focus on LCR and NSFR
  • In-depth knowledge of regulatory frameworks related to liquidity risk
  • Strong quantitative and analytical skills, including experience with risk modeling and stress testing
  • Professional certifications such as FRM, CFA, or PRM are preferred


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