AM - Liquidity Risk

Roles and Responsibilities:

- Work with our clients (usually large financial institutions in US) to help them address their liquidity risk management challenges pertaining to model development/validation, Stress testing, liquidity risk transformation, regulatory compliance, reporting.

- Engage with Partners/Directors to understand the project scope, business requirements and work with onshore and offshore teams to deliver on projects.

- Responsible for delivering the offshore components of the Liquidity Risk Consulting Projects.

- Manage relationships with clients & the onshore team (including Partners).

- Work with Partners / Directors to support them on proposal and go-to-market initiatives around our liquidity risk consulting offerings.

- Work with onshore and offshore leadership to identify potential hot topics / client challenges in the liquidity risk space, develop our offerings and identify project opportunities for the offshore consulting team.

Qualifications and Skills:

- Advanced degree in Math, Statistics or other Analytical disciplines

- Professional Certification such as FRM, CFA preferred

- Minimum of 3 years experience working in the liquidity risk / Treasury divisions in large banks and/or tier 1 consulting organizations.

- Strong working knowledge in most of the following areas:

- Liquidity risk measurement

- Liquidity Coverage Ratio (LCR) Stress testing and Model Validation

- Net Stable Funding Ratio (NSFR)

- Asset & liability Management (ALM) - Understanding the business lines and impact analysis

- Liquidity risk reporting (FR 2052a/b, 4g etc..)

- Cash flow management - Generating the cash flow projections for various businesses

- Macro level and Behavioral cash flow modeling

- Strong knowledge of Advanced Excel

- Skills in SAS, SPSS, MATLAB, R or other statistical software preferred.

- Experience working and/or living overseas is a plus.

Other preferred skills will be:

- Intra day Liquidity

- ILAA / ILAAP

- Transfer Pricing

Experience and Background:

- Strong problem solving, analytical skills. Ability to think out-of-the box.

- Strong consulting skills - Communication, relationship management

- Must work well in a team-oriented environment as well as independently.

- Ability to travel overseas as necessary to meet client needs