Liquidity risk model validation & regulatory advisory ...

JOB DESCRIPTION:Profile: liquidity risk management SME with strong model validation capabilities and regulatory experience able to give guidance in the context of banking licensingYears of experience: 10 years of experience or more - if below but perfect match with skill set required, to be discussedSkillset required:•Liquidity risk expertise model validationo Strong grasp of liquidity risk metrics & monitoring (LCR, NSFR, ILST...)o Experience with funding concentration, intraday liquidity, and contingency planningo Strong understanding of quantitative models used in liquidity risk measuremento Stress-testing, scenarios sensitivity analysis, back-testing and benchmarking methodologieso Familiarity with Liquidity risk governance framework (e.g. Fed SR 11-7)Regulatory experienceo Deep knowledge of Fed, OCC, FDIC liquidity requirements and Basel III standardso Experience with bank licensing liquidity requirements and U.S. bank licensing processo Track record in regulatory exams, supervisory responses•Other important skillso Strong policy writing (SOPs, protocols)o Experience with liquidity risk systems (QRM, Murex) and data analytics tools (Python, SQL)o Stakeholder management, cross-functional collaboration

Created: 2025-03-06