Fs-Risk Consulting-Fsrm Lts-Manager

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Risk Consulting Financial Services Risk Management - FSRM Liquidity and Treasury Services Manager

Description

EYs Financial Services Office (FSO) is a unique industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated consulting services to financial institutions and other capital markets participants including commercial banks investment banks broker-dealers asset managers (traditional and alternative) insurance and energy trading companies and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Consulting include market credit liquidity and operational risk management regulatory consulting quantitative consulting structured finance transaction actuarial consulting treasury consulting technology enablement risk and security program consulting and process & controls.

Within EYs Business Consulting Practice the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify measure manage and monitor the market (trading book) credit (banking book) liquidity operational and regulatory risks associated with their trading asset-liability management capital management and other capital markets activities.

Clients include large domestic and global financial institutions broker-dealers foreign banking organizations asset management firms with significant capital markets activities. Project teams frequently work with the senior management of these firms including CFOs and CROs.

Key Responsibilities

• Exposure to gap assessments impact analysis and business readiness assessments for regulatory change management
• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
• Review work products to ensure that the team consistently delivers high quality work
• Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the clients business
• Monitor progress manage risk and effectively communicate with key stakeholders regarding status issues and key priorities to achieve expected outcomes
• Play an active role in mentoring junior consultants within the organization

Qualifications Certifications and Education

Must-have:

• Masters degree in business administration (finance economics) with at least 8-12 years of relevant work experience
• Experience in FR 2052a regulatory reporting in Banks including interpretation of regulatory rules
• Understanding of LCR and NSFR concepts
• Understanding of Banks Balance Sheet and various products like loans commitments deposits derivatives etc.
• Understanding of cash flows and methods to project the cash flows (principal repayments and interest payments in futures)
• Internal Liquidity Stress Testing (ILST) reporting and process understanding
• Basic understanding of regulatory stress testing scenarios including Recovery and Resolution Planning framework and resolution liquidity metrics such as RLEN
• Experience with liquidity policy and procedures documentation
• Strong problem solving and solution development skills
• Excellent communication skills with ability to liaise with business and technical teams of all levels including senior management
• Automation/innovation mindset

Good-to-have:

• Certifications such as FRM CFA
• Risk management system knowledge/experience
• Willingness to travel to meet client needs
• Previous project management experience
• Ability to perform data analysis for cross report amount reconciliation and working knowledge of SQL
• Experience in working in Treasury & ALM department in Banks
• QRM or equivalent solution working and modelling knowledge
• Working Knowledge of FTP (Funds Transfer Pricing) methodologies benchmarking and enhancement plus FTP systems implementation support
• Understanding of IRRBB regulations (Economic Value of Equity (EVE) Net Interest Income (NII) Daily Gap Non-Traded Market Risk (NTMR) etc
• Understanding of CSRBB (Credit Spread Risk in the Banking Book) methodologies
• Experience with Alteryx Tableau Power BI

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