Opportunity Description
Role Description
You will lead a project to develop a new liquidity stress testing model for the banks securities financing transactions (SFT’s). You will use your VP level experience to work with global stakeholders to drive and implement this change. A successful VP in this role will have the ability to articulate quantitative concepts, know the nuances of the relevant products and how they move and change liquidity. The success of this new model development with require the VP to communicate the model design to IT developers and Business Analysts. Role Requirements
Experience of developing liquidity models, assumptions and stress testing. This is not a Strat role, though it does require an ability to understand quantitative logic Experience with model documentation of liquidity risk drivers; understanding how liquidity moves and is affected in a bank that operates in securities financing transactions Demonstra...
Permanent
Financial Specialists
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