Prime Brokerage Liquidity Stress Modeling Specialist (Vice President)

Job description

Job title: Prime Brokerage Liquidity Stress Modeling Specialist (Vice President)

Tasks

The role involves supporting the development and improvement of liquidity stress models for prime brokerage and secured financing products. The main tasks are:

• Monitoring and managing the development of stress test models for prime brokerage and secured financing products
• Monitoring model performance and periodically reviewing stress assumptions
• Evaluation of liquidity risks through data analysis and business insights
• Modeling and sensitivity analysis of the liquidity impact of new products
• Close cooperation with the global treasury team, in particular with regional liquidity management and the funds transfer pricing team

Requirements

The following skills and qualities are required:

• Strong analytical and numerical skills
• Ability to exert influence at various levels within Finance and Global Markets Division
• Convincing personality with strong interpersonal and communication skills
• controlling mindset

We offer

• Opportunity to promote technical expertise through creative contributions and hands-on delivery
• Opportunity to proactively participate in professional development and strengthen the team through knowledge sharing
• An inclusive work environment that promotes diversity and equal opportunities