VP, Liquidity Stress Modeling

Responsibilities: Lead the development and enhancement of liquidity stress testing models across Global Markets and Investment Banking products. Apply quantitative and qualitative techniques to assess liquidity risk and evaluate stress scenarios. Establish model performance monitoring, conduct periodic reviews, and assess the appropriateness of stress assumptions. Perform data analysis and develop business insights to evaluate liquidity risk exposures. Conduct liquidity impact modeling and sensitivity analysis for new products. Support the development and implementation of Funds Transfer Pricing allocations. Partner with Global Treasury, Regional Liquidity Management, and FTP teams on liquidity modeling initiatives. Participate in user acceptance testing (UAT) and assess the impact of changes to liquidity policies and methodologies.

Qualifications: Minimum of 5 years of banking experience in liquidity modeling. Bachelor's degree in Economics, Mathematics, Engineering, or a related quantitative field. Strong understanding of investment banking products and their impact on liquidity risk and regulatory reporting. Knowledge of liquidity risk management practices and stress testing methodologies. Strong analytical, quantitative, and data analysis skills. Advanced Excel skills and experience with tools or programming languages such as Python, Alteryx, Tableau, or Power BI.Strong control mindset and attention to detail. Ability to communicate effectively and influence stakeholders across Finance and Global Markets, including senior management. Strong interpersonal skills and the ability to manage competing priorities in a deadline-driven environment.