Quantitative Analyst - Liquidity, Funding Modelling
Posted on May 18, 2019 by RM IT Professional Resources AG
Quantitative Analyst - Liquidity, Funding Modelling wanted for our Zurich based client in the banking sector.
- University Degree in an analytical field like Economics, Finance, Statistics, (financial) Mathematics or a related discipline
- At least 5 years of working experience in Quantitative Analysis within Treasury, Liquidity and Funding Modelling
- 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
- Expertise in MS Applications such as Word, Excel and Access along with knowledge of running and refining database queries like SQL for Oracle DB
- Strong conceptual and analytical skills, with a good understanding of the business environment and ability to solve practical problems
- Languages: fluent in English both written and spoken
- Understanding and analysing the internal Liquidity models and differences in local regulatory LCR and NSFR models such as BIS, ECB and FINMA
- Executing tests to balance between simplification and accuracy
- Creating an approach empirically and conceptually to approximate measures based on a minimum required model attributes, to derive the cash flow profile consistent with a balance sheet evolution and to conclude the model and cash flow consistent balance sheet evolution to derive the scenario consistent LCR
- Leading meetings with stakeholders on approaches, assumptions and results
Duration: 6 MM+
Location: Zurich, Switzerland
Ref.Nr.: BH 14412
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