EY FS - RISK CONSULTING FSRM LTS SENIOR 

India, Karnataka, Bengaluru 

835379072

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 client's 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

Must-have:

• Master’s degree in business administration (finance, economics) with at least 3-7 years of relevant work experience
• Experience in regulatory reporting in Banks (FR 2052a/LCR/NSFR etc.)
• Treasury and/or Liquidity Risk / Operations experience in BFSI
• IRRBB risk understanding, modelling & reporting capabilities
  • Understanding of Bank’s 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)
  • Understanding of discounting techniques and Present Value, Duration, Pv01
  • Understanding of interest rate structures (fixed rates, floating rates, benchmark indexes, etc)
  • Working Knowledge of FTP (Funds Transfer Pricing) methodologies benchmarking and enhancement plus FTP systems implementation support
  • Regulatory understanding of IRRBB regulations (Economic Value of Equity (EVE), Net Interest Income (NII), Daily Gap, Non Traded Market Risk (NTMR), etc
• Basic understanding of regulatory stress testing scenarios including Recovery and Resolution Planning framework and resolution liquidity metrics such as RLEN.
• Business analysis skill around documenting “As Is” model and define Target Operating Model (TOM) for various treasury and liquidity risk management processes.
• Skills in areas of Policy and procedures document writing
• Ability to perform data analysis for cross report amount reconciliation. Working knowledge of SQL is a must.
• Skills around defining business and IT architecture
• Data skills (Data framework, Data Controls, Data architecture, etc)
• Testing capabilities (UAT plan, UAT strategy, UAT review and sign off, etc)
• Strong problem solving and solution development skills
• Knowledge of Risk Management, Regulatory Compliance and Financial Reporting
• Ability to liaise with business and technical teams of all levels including senior management
• Automation/innovation mindset
• Professional English language written and verbal skills
• Excellent communication skills

Good-to-have:

• Certifications such as FRM, CFA

• Risk management system knowledge/experience
• Experience in working in Treasury & ALM department in Banks
• QRM or equivalent solution working and modelling knowledge
• Internal Liquidity Stress Testing (ILST) reporting and process understanding.
• Willingness to travel to meet client needs

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