Banking

Senior Consultant - Financial Risk Management (FRM) - Capital, Treasury & Liquidity

48 Wall Street,10005

New York, États-Unis

Sia is a next-generation, global management consulting group. Founded in 1999, we were born digital. Today our strategy and management capabilities are augmented by data science, enhanced by creativity and driven by responsibility. We’re optimists for change and we help clients initiate, navigate and benefit from transformation. We believe optimism is a force multiplier, helping clients to mitigate downside and maximize opportunity.

With expertise across a broad range of sectors and services, our 3,000 consultants serve clients worldwide from 48 locations in 19 countries. Our expertise delivers results. Our optimism transforms outcomes.

Consulting Skills

Deliver risk-focused client engagements across capital, treasury, and liquidity programs, defining the framework and structure of deliverables and producing complex analyses and reporting packages.

Manage project activities and timelines across multiple work streams, setting priorities and workflows for stakeholders across Finance, Treasury, Risk, and Regulatory functions.

Apply advanced knowledge of financial risk methodologies to guide team members in developing client deliverables using tools such as PowerPoint, Excel, Access, MS Project, and Visio; designing key risk reporting, scenario analyses, capital plans, and liquidity assessments.

Communicate complex liquidity, funding, and capital risk concepts clearly to internal teams and senior client stakeholders, including Treasury leadership, Risk executives, and C-suite sponsors.

Conduct detailed quantitative and qualitative analysis to solve client challenges in areas such as capital optimization, liquidity risk measurement, stress testing, and balance sheet management.

Lead and motivate internal and client teams, promoting collaboration and capability development in financial risk management disciplines.

Build credibility with clients as a trusted advisor, constructively challenging existing capital and liquidity frameworks and proposing enhancements aligned with regulatory expectations and industry best practices.

Define governance structures and delivery frameworks for capital, treasury, and liquidity programs; overseeing execution, risk tracking, and progress monitoring across multiple initiatives.

Provide transparent reporting on program progress, dependencies, risks, issues, and overall delivery health to both internal stakeholders and client leadership.

Lead key risk work streams within complex transformation programs and independently manage delivery of smaller-scale capital or liquidity risk initiatives.

Maintain organized documentation and knowledge repositories to capture risk methodology decisions, analytical outputs, and program artefacts.

Business Expertise Skills

Contribute to firmwide thought leadership and capability development in financial risk management, treasury transformation, and regulatory change.

Maintain deep expertise in financial services business models, emerging risk issues, and regulatory developments impacting capital adequacy and liquidity risk.

Develop specialist perspectives in priority areas such as ILAAP, ICAAP, stress testing, recovery planning, funds transfer pricing, and liquidity buffers.

Support the creation of new risk solutions, frameworks, and accelerators across capital, treasury, and liquidity domains.

Partner with client leadership to enhance risk governance, treasury operating models, regulatory compliance, stress testing frameworks, and capital planning processes.

Advise clients on key financial risk categories including liquidity risk, funding risk, capital adequacy risk, interest rate risk in the banking book (IRRBB), market risk, and counter party credit risk.

• Bachelor’s degree required in Finance, Business Management, or a related field from an accredited college/university is required (Masters is preferred)
• 3+ years of recent client facing management consulting experience
• 3+ years relevant experience managing or creating project deliverables in a consulting environment, with broad experience in management consulting…