Sr. Business Analyst Liquidity Risk

Talisman Software BV.
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2 tot 6 maanden
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  • H Consultancy Groep b.v. 2538 opdrachten
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Talisman is looking for a Business Analyst Liquidity Risk





Start Date


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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 LICWID Program, which is in the process of building a system and the surrounding processes to fulfil these requirements.

LICWID’s 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.

Eindklant’s long term vision is for LICWID to become a Risk Data Warehouse (RDW) from which a large part of Risk Management’s regulatory and internal reporting can be served.

You will be working in the Locations Acceptance Team, responsible for adding Wholesale Rural and Retail (WRR) locations in the LICWID development environment. The process, known as LCR reconciliation, involves Finance delivering the data for LICWID 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 LICWID 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.

Qualifications: Degree or equivalent.

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1 reactie

  • Datum
    30-04-2016 19:30

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