VP, Securities Financing Transactions Liquidity Modeller

Type: Permanent
Location: England - London
Industry: Financial Services - Banking
Specialism: Treasury
Salary: Competitive at the VP level
Date Posted: 26/01/2026
Consultant: Andrew Clark

The Treasury team of this global broker dealer bank is seeking to hire at the VP level for someone who can offer direct experience of developing liquidity stress models for securities financing transactions (SFT’s).

Role Description

You will lead a project to develop a new liquidity stress testing model for the banks securities financing transactions (SFT’s). You will use your VP level experience to work with global stakeholders to drive and implement this change. A successful VP in this role will have the ability to articulate quantitative concepts, know the nuances of the relevant products and how they move and change liquidity. The success of this new model development with require the VP to communicate the model design to IT developers and Business Analysts.

Role Requirements

Experience of developing liquidity models, assumptions and stress testing. 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

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VP, Securities Financing Transactions Liquidity Modeller

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