This Job Vacancy has Expired!

Quantitative Liquidity Risk Strategist

Posted on Jan 30, 2019 by Selby Jennings QRF

Los Angeles (Downtown), CA
Banking
27 Jan 2019
Annual Salary
Full-Time

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.

Experience

  • 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
My client, a Tier One Financial Institution is looking to bring on a Quantitative Liquidity Risk Strategist at their office in Los Angeles. This is a highly visible role as you will be interacting with various groups within the organization and it reports directly to the Head of Balance Sheet and Liquidity Management. The firm has approximately $50 billion in AUM and is growing at a fast pace.

Reference: 634765564