About this role
Job title: Liquidity Risk & Asset Liability Management Consultant
About the Role Develop frameworks and methodologies to facilitate asset and liability management (ALM), funding and liquidity planning, internal limit stress testing, and capital management. Provide clients with gap assessments and assist in the design and implementation of processes for ALM, funding, liquidity planning, stress testing, and capital management. Review clients' processes and controls against leading liquidity practices and industry frameworks, identify gaps in design and execution, and communicate issues and recommendations to engagement leads and client management. Conduct testing and validation of the Liquidity Coverage Ratio (LCR), NSFR, Basel, Comprehensive Capital Analysis and Review (CCAR) LCR reporting, FR 2052a and Liquidity Stress Testing.
What You'll Do
- Develop frameworks and methodologies to facilitate asset and liability management (ALM), funding and liquidity planning, internal limit stress testing, and capital management.
- Provide clients with gap assessments and assist in the design and implementation of processes for ALM, funding, liquidity planning, stress testing, and capital management.
- Review clients' processes and controls against leading liquidity practices and industry frameworks, identify gaps in design and execution, and communicate issues and recommendations to engagement leads and client management.
- Conduct testing and validation of LCR, NSFR, Basel, CCAR LCR reporting, FR 2052a and Liquidity Stress Testing.
What We're Looking For
- Experience in asset and liability management (ALM) and liquidity risk management within advisory or professional services.
- Strong knowledge of LCR, NSFR, Basel III, CCAR liquidity requirements and FR 2052a.
- Ability to assess client processes, identify gaps, and communicate findings to engagement leads and client management.
- Ability to design and implement processes for liquidity planning, funding and capital management and to conduct testing and validation.
- Excellent communication and stakeholder management skills.