Job Title: Liquidity Stress Testing Analyst Location: Bangalore / Pune Experience: 3-8 Years Education Qualification: MBA or Masters in Finance domain CA, CMA, CPA, CA Inter, CMA Inter, MCom Role Type Permanent or Contract Job Description: Solytics is seeking a strong Liquidity stress testing professional who will be analyzing, designing, monitoring, and performing liquidity management stress scenarios and supporting the preparation of related communications for senior management and regulatory audiences. Responsibilities: - Performing business analysts activities along with writing technical documents and perform data sourcing - Design and document scenarios for liquidity stress testing that incorporate multiple different legal entity views (e.g. standalone subsidiary vs consolidated holding company) - Responsible for ongoing monitoring of Liquidity Risk Reporting - Perform calculation of various liquidity reporting metrics - Liquidity Coverage Ratio (LCR), Net Stable funding Ratio (NSFR) and Internal Liquidity Measure (ILM) - Runs the model/analyses, conducts liquidity stress testing and reports on results and Ensures alignment to liquidity risk position and any regulatory requirements. - Responsible for stress testing data sourcing and preparations, methodological calculations including the use of existing infrastructure and technology, producing quantitative charts and packs and other related requirements - Prepare quantitative stress test outcomes - coordinating with various teams within the Stress Test Execution team to ensure quality risk & stress test outputs in enterprise stress testing exercises - Drive improvements in the stress testing computations and automate manual processes for more efficiency and productivity. - Should be able to provide valuable inputs to help identify opportunities to improve on risk & stress testing current processes and own quantitative changes and change requests. Key Skills - Minimum 3 years of experience in banking industry across treasury, liquidity risk, ALM - General knowledge and understanding of ALM concepts and Liquidity stress testing - Familiarity with Regulation YY of Dodd-Frank w/rt Enhanced Prudential Standards for Foreign Banks operating in the US - Ability to help document and design scenarios that incorporate multiple different legal entity views (e.g. standalone subsidiary vs consolidated holding company) - Familiarity with funding model concepts (e.g bank vs broker dealer) and also concepts of trapped liquidity. - Ratio (LCR), Net Stable funding Ratio (NSFR) and Internal Liquidity Measure (ILM) and the calculation of them - Business analysts skills with experience as a technical writer and in data sourcing - Good grasp of basic financial theory and accounting principles - Expertise of Excel and PowerPoint, strong attention to detail - Good problem-solving and decision making skills - Established track record of delivering complex numerical analysis - Ability to think critically; work independently and form an independent view-point is essential - Passionate in performing in-depth analysis by utilizing large dataset, Python codes and SQL.

Bangalore

Pune

Solytics Partners - Analyst - Liquidity Stress Testing 

Job Description for Solytics Partners - Analyst - Liquidity Stress Testing  in Solytics Partners in  Bangalore Pune for (3-7) years of experience. Apply Now!