Market Risk, Liquidity & ALM Consultant / Senior Consultant

Description & Requirements Who we are looking for

• 2+ years of relevant experience in a bank, consulting firm, or regulator
• Experience in one or more of: ALM, IRRBB, liquidity risk, market risk, Treasury or balance-sheet management
• Understanding of relevant metrics and methodologies such as NII, EVE, LCR, NSFR, VaR, stress testing, FRTP and FTP
• Strong analytical skills and ability to work with large datasets
• Experience with Python, SQL, R, SAS, MATLAB, Power BI or ALM/risk systems is an advantage
• Understanding of EBA/ECB banking regulation and supervisory expectations is an advantage
• Strong communication skills and professional English
• Ability to translate technical risk topics into clear business implication

Your future role

• Supporting banks in market and liquidity risk, ALM and treasury advisory projects across Central Europe South.
• 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, etc.
• Reviewing and improving risk governance, policies, processes and reporting
• Integrate ESG and appropriate AI techniques into risk frameworks.

What we offer

• Exposure to some of the technically challenging risk projects
• Opportunity to work across modelling, validation and regulatory advisory
• Collaboration with Deloitte's regional and global quantitative risk specialists
• Direct client exposure and accelerated professional development
• Continuous learning through formal training, certifications and mentoring
• Competitive compensation and benefits package
• Flexible working arrangements and an inclusive team environment

Selection process You will have few steps before making life changing decision:

• Apply
• Interview HR + Hiring Manager
• Interview Partner

About Deloitte For over 175 years, Deloitte has partnered with leaders worldwide—from the Global 500® to private businesses—to help them thrive and build better futures. We support their people in succeeding, while nurturing our communities. With a workforce of 467,000 of the industry’s greatest minds, Deloitte leads as the premier professional firm globally by delivering real, measurable results.

About the team Deloitte CES Financial Industry Risk & Regulatory Advisory team operates as part of the regional Deloitte SEE cluster, within Deloitte CE firm. We help financial institutions identify, quantify, and manage the risks that impact their business. Our work spans credit, market, and liquidity risk, model risk, ESG, and evolving regulatory requirements. We combine quantitative expertise with strong knowledge of supervisory expectations and are actively developing capabilities in emerging areas, including the responsible use of AI in risk management.

Izvor: https://www.linkedin.com/jobs/view/4488252204/

Nivo: senior