AVP, Liquidity Stress Modelling Specialist - Empirical Search - eFinancialCareers : Job Details

The Treasury team of this global broker dealer bank is seeking to hire at the AVP level for someone who can offer direct or closely related experience of analysing and modelling liquidity risk in bank traded securities.

Role Description

• You will contribute to the development and enhancement of the firm’s liquidity stress models by effective collaboration with Businesses and Regional Liquidity Management across the globe.

Role Requirements

• Knowledge of a global markets business and the risk profiles of their associated securities products
• Ability to develop stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
• Experience with model documentation of liquidity risk drivers
• Demonstrable IT and data modelling skills with experience in advanced Excel and experience with tools/programming languages such as Python, Alteryx, Tableau and Power BI
• Advanced stakeholder management skills with proven ability in engaging and positively influencing Senior Managers and other Subject matter experts within a complex environment