PwC - Business Analyst - Liquidity Risk

Business Analyst - Liquidity Risk

Responsibilities :

- Candidate should have strong hands-on experience working with Advance SQL.

- Receive data requirements from downstream consumers and translate into SQL queries against liquidity risk data repository.

- Write business rules for transforming input data and translate requirements into documentation artefacts for IT development.

- Candidate should be well versed with Change management process including drafting business requirement documents, functional specifications documents, preparing user stories and Test cases.

- Work with engineering teams to model liquidity risks under various stress scenarios; propose, calibrate, and implement appropriate assumptions.

- Data Analyst - Data Life Cycle, BCBS 239 compliance; SLA / Ownership and Approvals; Data Integrity.

- Governance & Reviews: Ongoing evaluation of compliance with key regulatory regimes, new activity impact assessments and approvals, engagement with key committees and governing bodies, and maintenance of key policies and procedures.

- Identification, review and reporting on key controls, policies and procedures related to the management of liquidity and capital risks.

- Work closely with Corporate Treasury, Controllers, Operations, Securities Division, and the broader Risk organization to provide independent risk assessment and oversight of the firm's liquidity risk taking.

- Stress Testing: Methodology development, model creation and governance, assumption review and approval, and risk measurement.

- Regulatory Stress Metrics, Liaison, & Advocacy: Calculation and disclosure of key regulatory stress metrics, guidance and rule interpretation, engagement with global regulators, and policy advocacy.

- Risk Appetite & Limit Setting: Setting liquidity risk appetite, calibration of risk limits, sign-off on limits frameworks, and ongoing monitoring of limit utilization and remediation.

- Risk Oversight: Monitor, govern, and challenge various liquidity and funding execution activities, including cash & collateral management, funds transfer pricing, balance sheet usage, liquidity and funding projections, and liability management

- Ensure the integrity of all cash management and risk management systems, controls and processes and implementation of best practices.

- Monitor risk taking and limit utilization; engage in breach remediation, and escalation workflow.

- Engage directly with the Risk taking businesses to understand strategy, assess new activities, enforce limits, comply with regulatory requirements, and challenge proposals

- Good to have working knowledge of Liquidity metrics such as LCR & NSFR, and IRRBB.