Senior Consultant – Risk Consulting (FSRM, ILAAP)

About the role

EY is seeking a Senior Consultant to join its Risk Consulting – Financial Services Risk Management (FSRM) team. The role focuses on ILAAP and liquidity stress-testing projects for banks and other financial institutions, helping clients meet regulatory expectations and improve risk management.

Key responsibilities

• Design, enhance, validate and implement stress-testing, ICAAP and ILAAP frameworks.
• Conduct independent validation of Basel capital and liquidity ratios.
• Support capital optimisation and evaluate FTP & RAROC methodologies.
• Benchmark liquidity risk-management practices and refine ILAAP processes.
• Collaborate with multidisciplinary teams to deliver high-quality outputs for clients.

Required profile

• 3-5 years of relevant experience in risk consulting or banking, with a total of ~8 years in the BFSI sector.
• Hands-on experience delivering liquidity stress-testing results, Contingency Funding Plans and ILAAP documentation.
• Background in a large or mid-sized bank, or experience at a Big-4 or comparable consulting firm.
• Proven ability to report liquidity ratios such as LCR and NSFR to regulators.

Required skills

• Liquidity stress-testing and stress-scenario analysis.
• ILAAP development and documentation.
• Regulatory reporting of liquidity ratios (LCR, NSFR).
• Knowledge of Basel capital and liquidity frameworks.
• Risk-management consulting for financial institutions.