Senior Vice President – Liquidity Stress Testing
Our client; a global bank, is adding to staff at the VP through Director levels for Liquidity Model Development and Liquidity Stress Testing.
These key roles are open due to expansion of the group and the expansion of the US Market Presence.
- Co – Lead along with the Director in liquidity model development and propose assumptions for model recalibration
- Validate for 1st Line of Defense, model assumptions and calibrations
- Ensure compliance with Regulations and facilitate convergence with the models developed by the Group
- Reviews model output under the direction of the Scarce Resources Director
- Propose and monitor liquidity targets and limits
- Adherence to Liquidity Regulatory Requirements and EWIs
- Liquidity and funding risk management and execution
- Ensures adequate capital for the Bank, at all levels
- Calculates and analyzes Risked Weighted Assets (RWAs) and leverage ratios at the local and the Bank Group levels
- Conducts balance sheet monitoring, associated limit framework monitoring and structural risk monitoring
- Reviews major strategic initiatives that would have significant impact on balance sheet structure and risk
- Master degree, concentration in finance or engineering (including mathematics or physics)
- 10-15 years of capital market or Treasury experience
- Knowledge of programming, variations may include but not limited to (Python and VBA) is a plus.
- Excellent analytical skills
914-524-0301 ext 151