Senior Business Analyst - Liquidity Risk Management
Vacancy expired!
We are seeking a
Senior Business Analyst with strong experience in Liquidity Risk Management Responsibilities: • Responsible for gathering and analyzing business requirements for Liquidity Coverage Ratio (LCR), NSFR, Basel, Comprehensive Capital Analysis and Review (CCAR), Liquidity Coverage Ratio reporting, and Liquidity Stress Testing. • Subject Matter Expert for setting up the Centralized Security Master, Trade Transactions, GL Reconciliation, sourcing securities information from golden source Securities Master Central and setting up rules-based automation to calculate LCR categories, asset levels and credit quality for Global Treasury Liquidity Reporting. Skills & Qualification: • Strong experience in Liquidity Coverage Ratio categorization for product types, High Quality Liquid Assets (HQLA), 5G, 4G, 3G Liquidity reporting. • Demonstrable experience in Stress testing, simulation results for Derivatives, Securities, BASEL and Liquidity Risk. RWA, CCAR Forecast numbers, RWA & VAR Calculation, Liquidity forecast, Liquidity premium and transfer pricing. • Experience in Model & setup simulation and stress test scenarios for CCAR and Liquidity Risk Reporting, setup of Liquidity limits • Strong experience in Performing Risk Data Aggregation and Report Consolidation under the Basel Risk Reporting guidelines established by Basel Committee on Banking Supervision (BCBS).
