What are the responsibilities and job description for the Liquidity Risk Model Validation & Regulatory Advisory lead position at capgemini?
Profile: liquidity risk management SME with strong model validation capabilities and regulatory experience able to give guidance in the context of banking licensing
Years of experience: 10 years of experience or more ? if below but perfect match with skill set required, to be discussed
Skillset required:
Liquidity risk expertise/ model validation
- Strong grasp of liquidity risk metrics & monitoring (LCR, NSFR, ILST?)
- Experience with funding concentration, intraday liquidity, and contingency planning
- Strong understanding of quantitative models used in liquidity risk measurement
- Stress-testing, scenarios/ sensitivity analysis, back-testing and benchmarking methodologies
- Familiarity with Liquidity risk governance framework (e.g. Fed SR 11-7)
Regulatory experience
- Deep knowledge of Fed, OCC, FDIC liquidity requirements and Basel III standards
- Experience with bank licensing liquidity requirements and U.S. bank licensing process
- Track record in regulatory exams, supervisory responses
Other important skills
- Strong policy writing (SOPs, protocols)
- Experience with liquidity risk systems (QRM, Murex) and data analytics tools (Python, SQL)
- Stakeholder management, cross-functional collaboration
The pay range that the employer in good faith reasonably expects to pay for this position is $127.13/hour - $198.64/hour. Our benefits include medical, dental, vision and retirement benefits. Applications will be accepted on an ongoing basis.
Tundra Technical Solutions is among North America’s leading providers of Staffing and Consulting Services. Our success and our clients’ success are built on a foundation of service excellence. We are an equal opportunity employer, and we do not discriminate on the basis of race, religion, color, national origin, sex, sexual orientation, age, veteran status, disability, genetic information, or other applicable legally protected characteristic. Qualified applicants with arrest or conviction records will be considered for employment in accordance with applicable law, including the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. Unincorporated LA County workers: we reasonably believe that criminal history may have a direct, adverse and negative relationship with the following job duties, potentially resulting in the withdrawal of a conditional offer of employment: client provided property, including hardware (both of which may include data) entrusted to you from theft, loss or damage; return all portable client computer hardware in your possession (including the data contained therein) upon completion of the assignment, and; maintain the confidentiality of client proprietary, confidential, or non-public information. In addition, job duties require access to secure and protected client information technology systems and related data security obligations.
Salary : $127 - $199
