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Sr. Associate/Jr. VP- Liquidity Model Validation

Employer
Selby Jennings QRF
Location
Manhattan, USA
Salary
USD130000 - USD160000 per year
Closing date
Feb 12, 2023

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A top international investment bank is looking to bring on a Senior Associate or Jr. level VP to their Liquidity Risk Model Validation team. This role will sit within the 2LOD with a focus on liquidity risk models to review 1LOD modeling proposals. This position sits within their MVA team and will provide strong visibility from senior members of the bank, including C-suite executives.

This role will offer strong upward mobility, with the opportunity to possibly make internal lateral moves based on the overall coverage of the position. In combination with the strong visibility to senior management, as well as the fact that the bank wants this individual to be groomed into a more senior position over time, this can be a very strong opportunity for Associates to make that jump to more senior positions and responsibilities.

Responsibilities:
  • Identify key liquidity risk factors
  • Evaluate soundness of liquidity model choices
  • Challenge model assumptions and limitations
  • Challenge model implementation: perform independent checks to ensure model is implemented and working as intended, review sensitivity analysis and tests performed, review controls and procedures put in place
  • Perform independent tests on the models (statistical tests, coherence tests, benchmarking, etc.

Required:
  • Strong analysis skills, especially liquidity risk management topics.
  • Strong ability in statistics and data analysis programs (Python, R, VBA and etc).
  • Strong reasoning and communication skills.
  • Understanding banking and market products, risk methodologies, practices and procedures, liquidity risk management principles.

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