14 Apr
Senior Business Analyst - Liquidity Risk Management
Vacancy expired!
We are seeking a
Senior Business Analyst with strong experience in Liquidity Risk ManagementResponsibilities:• 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).Vacancy expired!