Join a leading financial services consulting team focused on building a better working world. This role offers the opportunity to transform businesses through innovative solutions in risk management, technology, and people advisory. We help clients navigate complex regulatory changes and drive long-term value by addressing their most strategic challenges. Our client-centric approach emphasizes seamless collaboration and breakthrough performance gains within the banking, insurance, and wealth management sectors.

As part of the Financial Services Risk Management (FSRM) team, you will contribute to a dynamic environment that tackles critical risks within the financial industry. We recruit, train, and nurture diverse talent, fostering an entrepreneurial spirit to deliver exceptional client service and shape the future of financial services.

Advise and support Banks and Financial Services Institutions on key concepts related to Liquidity and IRRBB. This includes expertise in cash flow analysis, liquidity risk management, intraday liquidity, behavioral modeling, stress testing, prepayment and NMD modeling, and other related areas.

Key duties involve model validation and development within the Liquidity Risk or IRRBB domains. You will work with various models, including cash flow modeling for BS products, liquidity requirements for derivative trades, and behavioral models. Familiarity with statistical techniques like regression, ARIMA, and logistic regression is essential. Experience with machine learning models is a plus.

We seek individuals with a strong academic background, holding a Master’s in Business Administration, Chartered Accountant, or qualifications in Maths/Statistics, coupled with prior experience in Liquidity Risk and Interest Rate Risk. A deep understanding of risk regulatory frameworks such as Basel (d368), CRD V, PRA s3115, and EBA GL is crucial.

Essential technical skills include proficiency in Python or R. Familiarity with risk management systems and applications like QRM, OFSAA, or SAS is advantageous. Strong quantitative and statistical knowledge, along with programming skills, is a must. Exposure to working in a globally distributed workforce is also beneficial. Excellent communication and interpersonal skills are required to collaborate effectively across client departments.