Consultant in Enterprise Risk Management / Regulatory Diagnostic Support

Consultant in Enterprise Risk Management / Regulatory Diagnostic Support

Business line

Enterprise Risk Management / Regulatory Diagnostic Support

City

Zurich / Geneva / Lausanne /

Experience level

Experienced

Working time percentage

80% - 100%

Date published

17-Jan-2022

Job description

Talmis (www.talmis.ch) is a consulting firm specialized on supporting clients with range of consulting and advisory services covering Capital Markets, Treasury, ALM, Risk and Finance.

Our areas of focus are:

• Enterprise Risk Management (ERM)

• Balance Sheet Management

• Treasury & Investment

• Regulatory Strategy and Planning

• Regulatory Diagnostic Support

• Data & Financial Modeling

Following partnership with key Banks and Financial institutions in Switzerland and Europe, we are aiming to provide the best-in-class quality services to our clients.

You can make an impact 

We are currently seeking Consultant / Senior Consultant to join our growing and successful team.

As a NII and Treasury Stress Testing you will be focusing on market risk stress testing, with a key concentration on Treasury risks. You will also be involved in methodology developments with various stakeholders across the bank as emerging business, new regulatory requirements and market practices evolve over time. You will also get to work with the team which is responsible for implementation of the model into our strategic risk management system, QRM, using cutting edge technology like cloud computing and data analytics.

You will be responsible for developing and executing risk calibrations to estimate the market risk and credit spread risks within Treasury for a multitude of scenarios. There is a high level of attention on earnings risk and the area receives a high level of regulatory and senior management engagement. In this critical role, you will be closely collaborating with key stakeholders from Business including Global and divisional CRO, Treasury, Methodology Teams, as well as the Model Risk Management and will have the opportunity to present your work in stakeholder forums and management committees. In this role, you will gain insights into key banking products (HQLA holdings, funding instruments, structured notes, and derivatives), which constitute the core elements of the banking business, as well as the risk management of such positions. You will work with one of the world’s leading risk systems, QRM, a fully integrated balance sheet management solution that covers ALM, Market Risk, Liquidity, FTP, Stress Testing and Portfolio optimization.

Who we are looking for

We are looking for someone who is motivated, driven and eager to learn. The ideal candidate must be a passionate problem-solver with a very good understanding of Risk and Treasury products, who can work independently on specific work items. In particular, we are looking for:

• Bachelor degree or above in Finance or quantitative discipline, preferably major in Financial Risk Management or Economics. Advanced postgraduate degrees is an advantage

• Minimum 2-5 years of relevant working experience, preferably in Market Risk or Treasury within a major financial institution. 

• Excellent independent research skills, ability to multi-tasking with good attention to detail and judgement on prioritization

• Strong analytical, problem solving skills, combined with the willingness to take ownership and learn new topics

• Advanced Excel skills and other MS Office products. VBA programming is considered an advantage

• Experience with QRM platform is a plus

• Very good communication & stakeholder management skills

• Proficient in English with German being a plus

• Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work

How to apply 

We look forward to hearing from you! Please click on “apply now” to submit a complete application, including CV, cover letter, references and degree certificates. 

If you have any questions, please contact talent@talmis.ch