Risk Consulting - FSRM - ILAAP -Manager
Ernst Young · Kochi · onsite · Posted 44d ago
Undisclosed10–15 yrsfulltimeSourced from
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About this role
Job Summary
Within Risk Consulting, the FSRM team focuses on supporting clients in design, enhancement, validation and implementation of Stress testing, ICAAP and ILAAP frameworks for banks and financial institutions. Further, the team executes strategic projects such as independent validation of Basel capital and liquidity ratios, capital optimization, Evaluation of FTP & RAROC methodology etc. You will work within different sized, multi-disciplinary teams and play a key role in ensuring high quality outputs and service to our clients. The role involves developing knowledge and implementing new solutions to meet the ever-changing needs of our clients. We value intellectual curiosity and a passion for promoting solutions across organizational boundaries.
Divisional Overview: EY GDS Risk Consulting 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. EY's MENA Financial Services Risk Management (FSRM) team, part of the EY GDS Risk Consulting Practice, delivers tailored risk solutions to help clients identify, assess, manage, and monitor a range of financial and regulatory risks. These include credit (banking book), market (trading book), operational, and Pillar-risks such as IRRBB, Credit Concentration & Liquidity Risks etc. The division is ideal for collaborative individuals who have strong ethics and attention to detail. Clients of FSRM largely comprise of banks, financial institutions and large non-financial institutions. Within Risk Consulting, the FSRM team focuses on supporting clients in design, enhancement, validation and implementation of Stress testing, ICAAP and ILAAP frameworks for banks and financial institutions. Further, the team executes strategic projects such as independent validation of Basel capital and liquidity ratios, capital optimization, Evaluation of FTP & RAROC methodology etc. You will work within different sized, multi-disciplinary teams and play a key role in ensuring high quality outputs and service to our clients. The role involves developing knowledge and implementing new solutions to meet the ever-changing needs of our clients. We value intellectual curiosity and a passion for promoting solutions across organizational boundaries.
Qualifications / Work Experience - Years of Relevant Experience: 5-8 years
- Overall years of experience in BFSI ~10 years
Mandatory experience - Must have worked in a large or mid-sized banks, accountable for following deliverables
- Liquidity Stress testing results and Contingency Funding Plan (CFP) submitted before regulators
- ILAAP Document
- Reporting of Liquidity Ratios (LCR, NSFR and other ratios)
OR
- Must have worked in Big-4 or a large consulting firm, who have advised banks and financial institutions of following aspects.
- Benchmarking of Liquidity risk management practices
- Refinement of ILAAP and Liquidity Stress testing process
- Professional certifications such as FRM, CFA or PRM
- Working knowledge of EBA guidelines on ILAAP
- Exposure to regulatory stress testing processes around liquidity risk & ILAAP
Must-have:
- CA /ACCA/ MBA(Finance)
- Strong understanding of industry best practices on ILAAP & Liquidity risk stress testing
- Thorough understanding of stock and flow approaches to liquidity risk measurement
- Working knowledge of Python, SQL, Excel and MS-office
- Hands-on experience in working with large data sets.
- Strong documentation skills, with the ability to quickly grasp complex concepts and present them clearly in documents or presentations to non-technical audience.
- Strong multi-tasking skills with demonstrated ability to manage expectations and deliver high quality results under tight deadlines and minimal supervision.
- Willingness to travel for client engagements
The successful candidate shall be responsible for
- Lead validation and enhancement of the stress testing and ILAAP practices applied across banks and financial institutions based in MENA
- Lead Independent validation of ILAAP documentation
- Refine & Benchmark the methodology applied in computation of liquidity ratios and reporting
- Document / Summarize the review findings
Sourced from naukri
Skills
computationCFALiquidity Riskrisk consultingLcrICAAPbfsiBankingCapital MarketsPythonSQLCFPRegulatory ReportingRisk ManagementFinancial ServicesfinanceTradingStress TestingGDS
About Ernst & Young
Ernst Young
Management Consulting
44k+
employees
2002
24 years old
Gurgaon / Gurugram, Haryana
India
₹15.3L PA avg
Avg at Ernst & Young
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