Liquidity and Funding Modelling SME (LCR, NSFR, FTP)
Posted on May 20, 2020 by RM IT Professional Resources AG
Liquidity and Funding Modelling SME/Specialist (LCR, NSFR, FTP) vacancy for a globally operating Zurich based company in the banking sector.
- University Degree in Economics, Finance, Mathematics, Statistics, Natural Sciences or a related Quantitative discipline
- At least 5 years of working experience in Liquidity, Funding Modelling and Treasury in the financial services industry and/or Investment Banking, Private Banking and Investment-banking products
- Solid knowledge of local Regulatory LCR and NSFR models (eg BIS, FINMA, ECB, etc.)
- Excellent know-how of standard Liquidity plus Cash Flow Models as well as balancing sheet changes related to cash flow profiles for various business segments
- Competency within Basel III LCR client categories as well as Financial Markets, Financial Engineering and business lines of a bank, Interest rate swaps, FX-swap, FRMM, HQLA, Senior Debt
- Proficiency with MS Applications (eg Word, Excel, Access) and familiarity with database tools (eg SQL for Oracle DB) is a must
- Experience within Retail and Corporate Banking Products: Mortgage loan, Margin (lombard) loan, savings deposits
- Strong analytical skills with the ability to apply quantitative techniques to solve practical problems and translate them into a consistent model framework
- Languages: English, fluent in written and spoken
- Helping with a range of Transfer Pricing related topics, including oversighting and approving of Funds Transfer Pricing (FTP) curve setting
- Acting as Subject Matter Expert (SME) with regards to FTP construction and analysis
- Interfacing with GT, Businesses, Finance, Audit, Regulators and other stakeholders with FTP SME expertise
- Enhancement of the FTP curve setting process
- Developing Liquidity and Funding Risk transfer as well as modelling of loans and deposits for FTP
- Working within Funding Team - including resource planning, resource optimization, Funding Management and Funding Issuance
Duration: 6 MM+
Location: Zürich, Switzerland
Ref.Nr.: BH 15662
Does this Spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.
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