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Global Liquidity Modelling Director – Global Banking Markets

The Treasury team of this global broker dealer bank is seeking to hire a Director to lead the development of the global liquidity stress modelling framework of internal metrics.

Role Description

  • Taking on the responsibilities of global role you will own and drive the development of strategic framework and methodology for liquidity testing of internal metrics across all global markets banking products/ businesses and scenarios. You will support to with driving appropriate model development and governance, while proactively working on regulatory directives and collaborating with a global reach of stakeholders.

Role Requirements

  • Comprehensive experience in liquidity risk management at major financial institutions, including stress testing, modelling, regulatory frameworks (LCR, NSFR, ILAAP), and direct regulator engagement
  • Experience of model development, validation, governance, back-testing, statistical modelling, and scenario analysis with large, complex datasets. This is not a Strat role, though it does require an ability to understand quantitative logic
  • Experience with model documentation of liquidity risk drivers; understanding how liquidity moves and is affected in a bank that operates in securities financing transactions
  • Demonstrate a strong risk control mindset
  • Strong modelling and analytical skills
  • Knowledge of a global markets business and the risk profiles of their associated securities products
  • Advanced stakeholder management skills with proven ability in engaging and positively influencing Senior Managers and other Subject matter experts within a complex environment
  • Strong Excel/ Data Analysis skillset and experience with tools/programming languages such as Python, Alteryx, Tableau and Power BI would be seen as an advantage , not mandatory

Application for:

Global Liquidity Modelling Director – Global Banking Markets

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