What are the responsibilities and job description for the Liquidity risk model validation & regulatory advisory lead position at eTeam, Inc.?
JOB DESCRIPTION :
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
o Strong grasp of liquidity risk metrics & monitoring (LCR, NSFR, ILST...)
o Experience with funding concentration, intraday liquidity, and contingency planning
o Strong understanding of quantitative models used in liquidity risk measurement
o Stress-testing, scenarios / sensitivity analysis, back-testing and benchmarking methodologies
o Familiarity with Liquidity risk governance framework (e.g. Fed SR 11-7)
Regulatory experience
o Deep knowledge of Fed, OCC, FDIC liquidity requirements and Basel III standards
o Experience with bank licensing liquidity requirements and U.S. bank licensing process
o Track record in regulatory exams, supervisory responses
o Strong policy writing (SOPs, protocols)
o Experience with liquidity risk systems (QRM, Murex) and data analytics tools (Python, SQL)
o Stakeholder management, cross-functional collaboration