As an Associate, you will be primarily responsible for monitoring liquidity risk metrics, managing the governance framework, and ensuring compliance with regulatory requirements related to liquidity risk management. This role allows you to have a positive impact on our organization through your knowledge of banking activities—particularly capital markets—and your expertise in risk management and regulatory requirements, including regulatory liquidity ratios (LCR, NSFR, NCCF) and intraday liquidity.

Your Role

• Monitor and validate various liquidity metrics, including regulatory ratios and intraday liquidity flows
• Contribute to the external disclosure process
• Submit various regulatory reports
• Participate in the liquidity risk management of the Bank’s subsidiaries
• Track regulatory developments
• Create historical and sensitivity analyses to support treasury activities
• Contribute to the coding required for maintaining and improving the treasury data infrastructure
• Simulate monetization, funding, and P&L for Bank-wide crisis management exercises
• Enrich the team’s knowledge base by proposing new projects, approaches, and solutions to problems

Your Team

The Treasury Risk Management – Liquidity team is responsible for calculating and monitoring liquidity metrics, including regulatory requirements and intraday liquidity flows. As a key data provider for funding activities, the team works closely with the Asset Financing and Treasury group.

Requirements

• Degree in a quantitative discipline related to the field (finance, economics, accounting, mathematics, computer science) and 1–3 years of relevant experience
• Expertise in capital markets, risk management, financial mathematics and/or accounting
• Knowledge of financial products and risk management
• Experience in programming and data handling (Excel, SQL, VBA, Python)
• Proactivity, attention to detail, rigor, autonomy, and a strong desire to learn