Financial Risk- Liquidity

Deloitte India

Risk Advisory: R & L S : Financial Industry Risk & Regulatory

Financial Risk: Liquidity

Location: Delhi, India

The Team:

Discover the various Financial Risk services, we offer to help organizations across the full life cycle

of financial transaction. From governance and processes to technology and reporting, our services

can enhance transparency, efficiency, compliance and financial integrity.

Work you'll do:

In our Financial Risk Advisory team you'll build and nurture positive working relationships with

teams and clients with the intention to exceed client expectations. You'll:

• Help clients develop an ALM framework (governance, policy, risk limits, process, etc.) and

responsible for reviewing/reporting the liquidity profile for the Banks (Indian / Foreign) in

line with regulatory requirements

• Support client in understanding and implementation of regulatory requirements and best

practices around ALM / Liquidity Risk

• Be part of technology implementation projects related to ALM and FTP

• Help define ALM management principles develop or validate ALM models (Behavioural

models), measurement techniques (EaR, IRRBB, impact on market value of equity)

• Assist client in reviewing / enhancing/ developing / reporting fund transfer pricing (FTP)

• Be part of technology implementation projects related to ALM and FTP

To deliver accurate, complete, and timely liquidity management information that focuses on the

user and support growth. We need someone who has complete experience in liquidity reporting

cycle starting from data generation till regulatory reporting(R2R)

you should have any of the below experience:

1. BFSI (Investment banking + Global markets)

• Implementation of Liquidity calculations using Data analytics tools for consumption and

aggregation

2. Funds Management

• Interpret standards and Deliver LCR/NFRS across the liquidity framework (consolidated

reporting)

Risk Advisory

Financial Risk: Liquidity

3. Reference & Master Data

• Strategically source and provision master and reference data required by Liquidity team

4. Project Management & Target Operating Model

• Understanding current state and application to a future-state operating model

• RACI (responsible, accountable, consulted and informed) across relevant teams

5. Architecture & Design

• Understanding the data journey, how data flows from source systems through to capital

data domain calculations, monitoring and control and analytics

6. End to end testing

• Test the functionality and performance so that all components are able to run and perform

optimally under live settings

Qualifications:

• Relevant 3 – 15 years of professional experience across in a banking environment and

involved in Asset Liability Management (Liquidity risk, Interest Rate risk and Fund Transfer

Pricing)

• CA/MBA/Similar along with FRM (preferred)

• Have regulatory knowledge in the context of ALM management (IRRBB, liquidity, interest

rate risk, governance principles, etc