Quantitative Expert Advisor - Liquidity Risk Models

  • Hourly rate
  • New York, NY, USA New York NY US
  • Contract, Full time
  • Oakwood Search
  • 18 Jan 18 2018-01-18

Our client is a “Big Three” management consulting firm seeking an Expert Adviser to assist them on a long-term Liquidity Risk consulting engagement. This opportunity will be onsite at a large IHC in NYC for 6+ months.

Key functions

  •  Assessing the internal control environment by conducting walkthroughs and performing control and sample data testing
  • Validating transaction capture through regulatory reporting processes
  • Analyzing identified issues for their impact on liquidity and other upstream and downstream processes or systems, as well as communicating and escalating observations
  • Drafting recommendations and liaising with the business units to remediate risks, findings and gaps identified during the validation process
  • Cultivating relationships across the Finance organization with key constituency groups, such as Corporate Treasury, Liquidity Risk Department, Liquidity Controllers, Regulatory Reporting, Product Controllers, Operations, Technology, Credit Risk, and Market Risk
  • Monitoring, tracking and reporting project progress to Senior Management



  • Tier One Bank or Management Consulting experience
  • Deep knowledge of Liquidity Risk (Basel III LCR, collateral management, resolution & recovery plan, Liquidity Coverage Ratio, etc.)
  • Model documentation/Model validation experience
  • Hands-on, in-depth SR 11-7 experience
  • Advanced degree in mathematics, financial engineering or similar


Will sponsor TN visa only.