Job description

Solytics Partners provide products and services to BFSI and Healthcare firms. We use AI/ML & cutting-edge technology to develop next generation solutions or provide efficient services. We have strong team of PHD's in AI/ML and experts in BFSI, and healthcare industry. Our regulatory compliant solutions and services enable leading financial institutions and corporations to create and sustain competitive advantage.

Experience:-2-6 Years

Education Qualification:- Masters/Ph.D. in (Mathematics, Statistics, Financial Engineering, Economics, Actuarial, MBA or Quantitative discipline), CA, CMA, CPA, CA Inter, CMA Inter, MCom

Job Description

Solytics is seeking a strong Liquidity risk stress testing professional who will be analyzing, designing, monitoring, and performing liquidity risk management stress scenarios and supporting the preparation of related communications for senior management and regulatory audiences.Candidate will be working with a distributed team comprised of technical and business risk managers and will review liquidity risk metrics and processes to identify emerging risks and areas of improvement within the governance framework.

Responsibilities:-

• Responsible for ongoing monitoring of Liquidity Risk Reporting.
• Good understanding of various liquidity reporting metrics – Liquidity Coverage Ratio (LCR), Net Stable funding Ratio (NSFR) and Internal Liquidity Measure (ILM) and the calculation of them.
• Runs the model/analyses, conducts liquidity stress testing and reports on results and Ensures alignment to liquidity risk position and any regulatory requirements.
• Responsible for stress testing data sourcing and preparations,methodological calculations including the use of existing infrastructure and technology, producing quantitative charts and packs and other related requirements.
• Collects financial data, validates, and populates various, liquidity and asset/liability models or analyses.
• Perform variance analysis in daily balances and highlight significant changes for further investigation.
• Support the continuous improvement of these processes in terms of operational efficiency and/or controls effectiveness.
• Prepare quantitative stress test outcomes - coordinating with various teams within the Stress Test Execution team to ensure quality credit risk & finance stress test outputs in enterprise stress testing exercises.
• Drive improvements in the stress testing computations and automate manual processes for more efficiency and productivity.
• Should be able to provide valuable inputs to help identify opportunities to improve on credit risk & finance stress testing current processes and own quantitative changes and change requests.

Key Skills

• Minimum 3-4 years of experience in banking industry across treasury, liquidity risk, market risk and/or trading of fixed income product.
• Understanding of Liquidity risk and requirements. Understanding of balance sheet analysis especially for Banks for traditional banking and complex non-banking products.
• Undertake analysis of Balance sheet changes to assess liquidity risk impacts and provide independent viewpoints of emerging risks.
• Good grasp of basic financial theory and accounting principles.
• Working knowledge of Excel and PowerPoint,strong attention to detail.
• Good problem-solving and decision making skills.
• Established track record of delivering complex numerical analysis.
• Ability to think critically; work independently and form an independent view-point is essential.
• Passionate in performing in-depth analysis by utilizing large dataset, Python codes and SQL.

Job Type: Full-time

Pay: From $80,000.00 per year

Schedule:

• Monday to Friday

Application Question(s):

• Do you have experience or understanding of various liquidity reporting metrics – Liquidity Coverage Ratio (LCR), Net Stable funding Ratio (NSFR) and Internal Liquidity Measure (ILM) and the calculation of them? Please describe

Experience:

• Liquidity Risk Stress Testing: 2 years (Required)

Work Location: In person

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