Capital and Liquidity Risk Specialist
3 weeks ago
Job Title: Capital and Liquidity Risk Specialist
This is a highly collaborative role that engages expertise from Finance, financial risk, operational risk, quantitative risk modelling, and the investment management and supporting business units. We are looking for an experienced professional to join our team as a Capital and Liquidity Risk Specialist.
The Role- Prepare and review Internal Capital Adequacy and Risk Assessment (ICARA) and Internal Capital Adequacy Assessment Process (ICAAP) documents and associated submissions.
- Maintain and develop Wind Down plans, including testing and identifying business improvements.
- Run capital and liquidity models (e.g. operational, investment book, credit risk, downside scenarios, and wind down), liaising with subject matter experts to prepare inputs and explain outputs.
- Candidates must have advanced Excel skills, including macro automation. Advanced VBA and Python skills are a plus.
- They should understand risk management practices and modelling techniques, such as value-at-risk, statistical distributions, correlation, and Monte Carlo simulation.
- A basic understanding of alternative asset management strategies is also required.
We offer a competitive salary of $120,000 - $180,000 per year, comprehensive employee benefits, including holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave, and long-service leave.
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