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
• Establishment of model performance monitoring and regular review of 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
• Participation in UAT and impact assessment of policy changes

Requirements

Essential requirements:

• Controlling mind
• Strong analytical and numerical skills
• Ability to exert influence at various levels within Finance and Global Markets Division
• Impactful personality with strong interpersonal and communication skills

We offer

The opportunity to be part of a global financial services company and play a key role in developing and improving liquidity stress models.