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Liquidity Risk Lead Analyst Warsaw Jobs

Luxoft India Llp
Job Description

Project Description

The Finance Change function in bank is undertaking a multi-year strategic programme delivering scalable high-performance platform with unified data store, integrated risk engines and analytical Business Intelligence tool optimizing the current business model.
The key elements of the programme are from a liquidity forecasting perspective:
Internal and regulatory liquidity measures (Survival Horizon, Cash Flow Mismatch Report, LCR, NSFR),
Funds Transfer Pricing (FTP),
Interest Rate Risk Service availability & reliability
Our team: One Developer position, Warsaw
Opportunities: Initial core team and possibility of good growth.


Job Description
The main objective of this role is to manage end-to-end Functional Design and Product Ownership of in-house built ALM Risk solutions. Successful candidate will be responsible for conceptualization, functional design, prototyping, solution validation, effective embedment and ongoing maintenance. The scope of work includes delivery and management of regulatory and internal risk reporting and forecasting solutions.

The successful candidate will work closely with Treasury Risk Managers, Liquidity Dealers, Technology and Program Managers to promote centralization and automation of standardized analytical solutions. He / She will also drive operational efficiencies, helping the business reduce reliance on time-consuming processes. The successful candidate will provide support across number of critical initiatives in Treasury Strats and Liquidity Risk Forecasting, as well as maintenance of existing models and tools managed by the Business.

Key Responsibilities
Drive rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
Manage prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics and performance, etc.
Manage team's book-of-work ensuring effective management of team members' time and priorities
Oversee consolidation of business requirement documents (BRD) and validate requirement traceability matrix to ensure that the proposed solution is in line with the BRD requirements
Accountable for the relevant data extracts as inputs to models, considering the balance between accuracy and model's performance
Oversee scope of User Acceptance Testing (UAT) ensuring its complete and comprehensive
Manage stakeholder engagement and communication
Design and implement an effective training and communication framework to ensure effective engagement with stakeholders and embedment of developed tools
Provide input into the strategic direction of Treasury platforms and project plans


Functional Experience and Knowledge
10+ years of work experience and 6+ years of relevant experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury in banking institution, or similar experience in a consulting / software development firm covering the same business aspects.
Ability to independently arrive at conceptual solutions
Deep understanding and practical experience in most of the following:
o Liquidity cashflow mismatch
o LCR and NSFR
o Internal liquidity stress testing
Understanding of bank systems architecture
Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation.
Excellent written and verbal communication in English.

Product Knowledge
Essential: ALM and Commercial Book products
Extra: Exposure to trading book products

Technical Knowledge
Work experience in the design and development of automated reports / processes
Use Excel VBA to build prototypes and tactical models
Query Bank systems using SQL

Nice to have
Prior experience with Balance Sheet Management platforms (Moody's Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage

  • English: Advanced/Fluent
Candidate Profile
Project Descriptionthe Finance Change Function In Bank Is Undertaking A Multi-year Strategic Programme Delivering Scalable High-performance Platform With Unified Data Store, Integrated Risk Engines And Analytical Business Intelligence Tool Optimiz
Looking for Any Graduate / Post Graduate graduates profile.
2019-05-18 to 2019-07-17
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More Information
Location India
Education Any Graduate / Post Graduate
Experience 10 (yrs)
Industry Computers / IT
Job Type : Full-time
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