Vice President Liquidity Stress Testing

Date
02/22/2017
Location
New York, NY
Compensation
N/A

Job Function:

 

Day-to-day responsibilities for this role include but not limited to:

  • Support the Director in liquidity model development and propose assumptions for model calibrations

o              Scope of stress testing includes liquidity stress testing (EPS requirement), Resolution stress testing, and Enterprise stress testing

  • Document model assumptions and substantiations
  • Assists in gathering data and performing model calibrations
  • Coordinate with scarce resource departments from other regions / business lines
  • Reviews model output under the direction of the Scarce Resources Director

Requirements:

    • Master degree, concentration in finance or engineering (including mathematics or physics)
    • 7 year capital market or Treasury experience
    • Practical knowledge of programming (Python and VBA)
    • Excellent analytical skills
    • Self-starter

Contact Details:

Dan Alzapiedi

914-524-0301 ext 151

dalzapiedi@madisondavis.com