Quantitative Liquidity Risk Strategist
Posted on Jan 30, 2019 by Selby Jennings QRF
Things You Will Be Doing
- Conducting Internal liquidity stress tests
- Working with other groups in the organization to ensure appropriate incorporation of liquidity constraints
- Implementing enhanced FTP methodologies to align risk taking incentives with liquidity risk exposure.
- Making sure that the Firm is in compliance with Regulatory Requirements and ensuring that the company is up to date with regards to their contingency funding plans (CFP)
- Developing Liquidity Optimization tools.
- 7+ years of experience in treasury and finance areas
- Extensive experience dealing with Bank balance sheet modeling
- Strong quantitative background required ( C++, VBA, SQL, Java, etc.) and knowledge of QRM or other ALM systems
- Exceptional Academic background in a quantitative discipline (statistics, engineering, mathematics, etc.).
- Excellent interpersonal and written skills. Must have the ability to communicate complex technical ideas to a diverse audience