Business Analyst, Risk Management, Liquidity

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Our client gave us the task to find a Business Analyst with the following experience

The role is in the Risk Systems and Data Financial Markets Team, within Risk Management - Projects, Data, Processes and Systems. You will be assigned to the Locations Acceptance Team within the liquidity Program as a Senior Risk Analyst involved in the development of a system to manage our clients liquidity risk.

Liquidity risk has become one of the main focus areas within Risk Management. As part of the liquidity risk management framework, regulators require banks to calculate the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), which are measures for the liquidity position of the bank. The underlying data for these ratios should be available on a trade level. This role is within the liquidity Program, which is in the process of building a system and the surrounding processes to fulfill these requirements.

Liquidity deliverables consist of two parts

  • A data warehouse where the whole portfolio of the Bank is represented on trade level; and

  • A calculator engine that uses the trade level information as input and produces the ratios as output.

Our clients long term vision is for liquidity to become a Risk Data Warehouse from which a large part of Risk Managements regulatory and internal reporting can be served.

You will be working in the Locations Acceptance Team, responsible for adding locations in the liquidity development environment. The process, known as LCR reconciliation, involves Finance delivering the data for liquidity on a location by location basis and the data then being loaded and linked to Risk data in the development environment. Additional fields required for the LCR calculation are then derived and the LCR calculation is performed. You will be involved in comparing the results in the development environment with the liquidity calculations in production, thereby validating the process steps.

The role will expand your knowledge of the whole WRR portfolio of the Bank and its dynamics from a liquidity perspective. You will also work closely with the IT, Finance and Risk Management stakeholders. You will report to the liquidity Business Change Manager, Risk Systems and Data Financial Markets

  • Initiative - pro-active in seeking solutions.

  • Partnership - Contributing to a joint result, seeking collaboration and supporting others.

  • Customer Focus anticipating and responding to the customers needs, creating added value.

  • Ability to translate and link technical data issues to practical portfolio solutions.

  • Strong analytical skills to analyse data and identify issues / inconsistencies.

  • Advanced Microsoft Excel skills.

  • Knowledge of SQL would be useful.

  • Strong knowledge of Risk Products and systems.

  • Experience of working in project teams.

Do you feel yourself comfortably fulfilling this role?

Are you interested in a long term challenging commitment?

Please do not hesitate to respond with a Up-To-Date CV and a small cover.

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3 reacties

  • Datum
    05-11-2015 16:05

    Reactie is prive en alleen zichtbaar voor de opdrachtgever en de plaatser van de reactie.

  • Datum
    06-11-2015 11:51

    Reactie is prive en alleen zichtbaar voor de opdrachtgever en de plaatser van de reactie.

  • Datum
    18-11-2015 23:03

    Reactie is prive en alleen zichtbaar voor de opdrachtgever en de plaatser van de reactie.

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