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LIQUIDITY RISK ANALYTICS

1.00 to 4.00 Years   Mumbai City   16 Jun, 2022
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryIT - Software
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

    Roles and ResponsibilitiesReporting regulatory metrics such as 5G, LCR, NSFR, EBA ALMM, PRA 110 and so onat a daily or regulator prescribed frequencyReporting GS internal stress risk metrics such as Modelled Liquidity Outflow (MLO), Longterm stress test (LTST), RLAP, RLENRegular documentation of assumptions and limitations associated with the regulatory andinternal stress metricsLiaising with groups such as Modelers/Strats, Technologists, Trading & Investingbusinesses, Operations & Controllers to understand & explain observations in Riskdata.Daily risk monitoring and managing processes that quantify, review, explain & conveyinsight for risk for a large, diverse set of financial products or activities covering thewhole firm. Either on an activity by activity basis or in aggregate. This involves utilizingtools & signals to assist understanding risk metrics, at varying levels of aggregationacross the firm, in order to discover insight while ensuring liquidity metrics continue tooperate in line with intent

Keyskills :
riskoperational risk

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