Market Risk, Liquidity & ALM Consultant / Senior Consultant

About the role

Deloitte's Financial Industry Risk & Regulatory Advisory team in Central Europe South supports banks on market and liquidity risk, ALM and treasury advisory projects. The consultant works across modelling, validation and regulatory advisory, with direct client exposure and collaboration with regional and global quantitative risk specialists.

Key responsibilities

• Assess gaps and strengthen IRRBB, CSRBB and Basel/CRR compliance
• Design or validate risk models, including Value-at-Risk, Earnings-at-Risk, economic value assessments and NMDs, prepayment assumptions and similar
• Review and improve risk governance, policies, processes and reporting
• Integrate ESG and appropriate AI techniques into risk frameworks

Required profile

• 2+ years of relevant experience in a bank, consulting firm or regulator
• Experience in ALM, IRRBB, liquidity risk, market risk, Treasury or balance-sheet management
• Strong analytical skills and ability to work with large datasets
• Professional English and ability to turn technical risk topics into clear business implications

Required skills

• Metrics and methodologies such as NII, EVE, LCR, NSFR, VaR, stress testing, FRTP and FTP
• Advantageous: Python, SQL, R, SAS, MATLAB, Power BI or ALM/risk systems
• Advantageous: understanding of EBA/ECB banking regulation and supervisory expectations

What we offer

• Technically challenging risk projects and work across modelling, validation and regulatory advisory
• Direct client exposure and accelerated professional development
• Formal training, certifications and mentoring
• Competitive compensation and flexible working arrangements

The selection process involves an application, an HR interview and an interview with the hiring manager.