Interim Liquidity Risk Manager / Senior Manager

Hamlyn Williams; Paris; Hybride; EUR 85 000 - 110 000; Plein temps

Résumé du poste

A leading consultancy is seeking experienced Liquidity Risk professionals to join a high-profile engagement with a major financial institution in Paris. This role involves reviewing risk policies, performing stress tests, and assessing funding processes. Candidates should have 10+ years of experience in liquidity risk management. Hybrid work options available, with additional travel to Rome and Brussels.

Qualifications

• 10+ years of experience in liquidity risk management roles (Senior Manager).
• 5+ years of experience each for 2 manager levels.

Responsabilités

• Review internal policies and ensure regulatory compliance.
• Perform quantitative and qualitative analysis on liquidity risk.
• Assess the bank’s risk appetite and mitigation techniques.
• Contribute to reports for senior stakeholders.

Connaissances

Liquidity Stress Testing & Risk Management

Funds Transfer Pricing (FTP)

Risk Appetite & Governance

Measurement & Monitoring of Liquidity Risks

Senior Management experience

English (C1)

French (C1)

Description du poste

A leading consultancy is seeking experienced Liquidity Risk professionals to join a high-profile engagement with a major European financial institution. Based primarily in Paris , with some travel to Rome and Brussels , this role offers the opportunity to shape and assess best practices in liquidity and funding risk management at a group level.

The Engagement

You will be part of a specialist team reviewing and challenging the institution’s liquidity and

funding risk framework . The work will involve :

• Reviewing internal policies, procedures, governance frameworks, and risk strategy to ensure regulatory compliance.
• Performing quantitative and qualitative analysis on liquidity risk models, stress tests, scenarios, and reports.
• Assessing the bank’s risk appetite framework and risk mitigation techniques .
• Evaluating the adequacy of funding allocation processes between the group and subsidiaries.
• Reviewing compliance with regulatory requirements and modelling methodologies.
• Contributing to clear, well-supported reports for senior stakeholders.

The work will involve interviews, data validation, walk-through testing, sampling, and detailed analysis.

Required Expertise

We are seeking candidates with demonstrable expertise in :

Liquidity Stress Testing & Risk Management

Design and assessment of stress testing frameworks (quantitative & qualitative).

Backtesting processes and integration of stress test results into strategic planning.

Funds Transfer Pricing (FTP) & Liquidity Allocation

Assessing funding allocation processes across group / subsidiaries.

Familiarity with centralized liquidity management during periods of stress.

Risk Appetite & Governance

Defining, formalizing, and embedding liquidity risk appetite across an organization.

Integration of ILAAP frameworks into wider risk governance.

Measurement & Monitoring of Liquidity Risks

Evaluating limits, early warning indicators, and monitoring systems.

Analysing intra-group transactions and their impact on liquidity positions.

Profiles Required

Senior Manager – 10+ years of experience (75 days).

2 Managers – 5+ years of experience each (75 days each).

Timeline & Location

Contract length : 20 October 2025 – 13 February 2026 (4 months, with possible extension).

Location : Paris (60%), Rome (20%), Brussels (20%) – hybrid / remote flexibility possible.

Languages

English : C1 (required).

French : C1 (desirable).