Interim Liquidity Risk Manager/Senior Manager

Hamlyn Williams; Paris; Hybride; EUR 80 000 - 100 000; Plein temps

Résumé du poste

A leading consultancy is seeking experienced Liquidity Risk professionals for a high-profile engagement with a major European financial institution. Based in Paris, with opportunities for remote work, you will review and challenge liquidity risk frameworks while performing quantitative analysis. This role aims to ensure regulatory compliance and enhance funding risk management strategies.

Qualifications

• 10+ years of experience for Senior Manager role.
• 5+ years of experience for Manager positions.
• Experience in liquidity risk and funding strategies.

Responsabilités

• Review and challenge liquidity risk framework.
• Perform quantitative and qualitative analysis.
• Contribute to reports for senior stakeholders.

Connaissances

Liquidity Risk Management

Stress Testing Frameworks

Quantitative Analysis

Regulatory Compliance

Funding Allocation Processes

Description du poste

Business Lead - Head of Financial Services Europe

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.


• 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.


• 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.

Seniority level

• Mid-Senior level

Employment type

• Contract

Job function

• Consulting

Industries

• Financial Services and Banking

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