Liquidity Risk Modelling, VP

Lead the production, governance, control, and analytical review of regulatory and internal liquidity metrics, including Liquidity Coverage Ratio (LCR) and Asset Encumbrance.

Act as a strategic partner liaising between Treasury, Liquidity Risk Management, Finance, Technology, and Regulatory Relations, ensuring compliance and audit readiness.

Drive strategic automation of reporting platforms and data strategy improvements, while managing a high-performing team of liquidity analysts.

8-9 years of experience in Investment Banking, Financial Services, or Regulatory Consulting focusing on Treasury, Liquidity Reporting, Liquidity Risk, or Regulatory Reporting.

Professional qualifications such as CFA, FRM, or an advanced degree in Finance, Economics, or a quantitative discipline.

Experience with large-scale data warehouses, business intelligence tools, ledger platforms, and proven ability to leverage AI tools responsibly.

Location: Mumbai, India. Notice period: Not explicitly mentioned in the JD.

Senior leader comfortable working at the intersection of regulatory compliance, risk management, and technology-driven process automation.

Strong analytical and quantitative skills with the ability to translate complex data into executive insights and lead governance committees.

Experienced in managing multi-stakeholder engagements and leading teams in fast-paced, audit-focused financial environments.