Market & Liquidity Risk Senior Consultant/Manager

About the role

We are looking for a highly motivated Market & Liquidity Risk Senior Consultant or Manager to join our Financial Industry Risk and Regulatory Advisory team in Central Europe South. The role involves supporting leading financial institutions with market risk management, ALM, treasury, IRRBB, and broader regulatory transformation.

Key responsibilities

• Lead or support delivery of projects focused on market & liquidity risk, IRRBB, CSRBB, ALM, and related regulatory frameworks (Basel III/IV, EBA/ECB guidelines, etc.).
• Conduct gap analysis and design or validate risk frameworks and models such as VaR, Earnings‑at‑Risk, economic value assessments, and non‑maturing deposit analyses.
• Design risk‑management, measurement, and mitigation concepts and compliance frameworks.
• Review and document risk processes, governance frameworks, and control environments.
• Contribute to integrating emerging topics like ESG and AI‑driven techniques into risk frameworks.

Required profile

• University degree in Economics, Finance, Mathematics, Physics or a related field.
• Minimum 3 years (senior) or 5 years (manager) experience in banks, fintech, regulatory advisory, or supervisory bodies.
• Deep knowledge of market & liquidity risk regulations (IRRBB, FRTB, CSRBB, ICAAP/ILAAP/ALM) and Basel III/IV, EBA/ECB guidelines, EU directives.
• Understanding of macro‑economics, financial markets, monetary and fiscal policy, and quantitative finance.
• CFA, FRM or equivalent certification is a strong plus.
• Excellent communication in English, including report writing and presentations.

Required skills

• Advanced Excel
• PowerPoint
• Python (plus)
• R (plus)
• VBA (plus)