Manager - Liquidity Reporting_Captive Financial Services - Advisory

At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively.

In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes.

• Prepare the daily and monthly Liquidity Coverage Ratio for the bank s entities and provide business commentaries for the variances observed in the different reporting line items.
• Understand the components of the NSFR metrics and generate the monthly NSFR report for the bank s entities.

• Apart for the individual entity reporting, it would be an advantage to understand how the consolidated LCR / NSFR is calculated and provide business commentaries for the movement observed in the group surplus and reconciling the same with variances in the reporting line items.
• Partner with the data assurance team on a daily basis to understand the manual adjustments to be posted in case of any breaks observed as part of the data quality checks.
• Possess strong stakeholder communication skills and present the observations from the liquidity reports.
• Adhere to the strict SLA set with regards to circulating the liquidity reports to the country finance and/or treasury teams to support decision making.
• Have very good understanding of the products constituting HQLA, Outflows and Inflows.
• Provide insightful analysis and advisory to senior management to enable better management and forecasting of multiple interdependent liquidity risk measures.
• Possess a comprehensive understanding of the BCBS regulations on the LCR and NSFR.
• Support the monitoring and reporting of the liquidity returns, including the risk mitigation provided by liquidity portfolios, to identify trends in assumptions and negative trends in relation to trigger events.
• Establish robust governance and governance on the process.
• Establish adequate documentation around new functionalities, processes, SLA changes, TOM and other operational checklist.
• Exposure to project management as a Business Analyst who has worked on the transformation projects including and involved in the preparation of the BRD, Test Cases (UAT/SIT/RT etc.), and worked in Agile and/or Waterfall environments.

Degrees/Field of Study required Bachelor Degree, Master Degree Degrees/Field of Study preferred Liquidity Reporting Net Stable Funding Ratio (NSFR)