Job Details

• Drive rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
• Manage / develop prototypes and tactical models in excel, considering data flows, calculation methodology, business process flows, user experience, analytics, performance, etc. and adherence of solutions to model policy
• 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
• Communication with relevant teams to understand user needs, resolve issues and promote usage of the products developed.
• Provide input into the strategic direction of Treasury platforms and plan projects accordingly.
• Pro-actively identify means to upgrade team's skill set and opportunities to learn building subject matter expertise in respective fields
• Ensuring that the team understands broader Treasury Objectives and focus on tangible business benefits of deliverables

• Extensive functional experience in Treasury, Asset and Liability Management, Liquidity / Interest Rate Risk Management space or similar experience in a consulting / software development firm covering the same business aspects
• Ability to independently arrive at conceptual solutions by defining and implementing risk assessment methodologies and IT solutions for Regulatory and Internal Liquidity risk reporting
• Very good understanding and practical experience in the following:
• Liquidity cashflow mismatch
• LCR and NSFR
• Internal liquidity stress testing
• Proven ability to gather and comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
• Experience in team management, this includes guiding the team for quality deliverables and upskilling team
• Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation is preferred.
• Excellent verbal and written communications & presentation skills, strong interpersonal, problem solving and analytical skills
• Technical Experience and 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
• Prior experience with Balance Sheet Management platforms (Moody’s Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage.
• Product Knowledge
• Essential: ALM and Commercial Book products
• Exposure to trading book products is an advantage

Reference ID - GH/BFSI/JC//09052019//83683/Liquidity CoE Analytics Modelling