Sign upLog in

VP Liquidity Stress Modeling & Treasury Analytics

Madison-Davis

New York, NY

Apply
JOB DETAILS
SALARY
SKILLS
Acceptance Testing, Analysis Skills, Balance Sheet, Bank Stress Testing, Cross-Functional, Data Analysis, FTP (File Transfer Protocol), Funds Transfer Pricing, Global Financial Markets, Investment Services, Liquidity, Performance Analysis, Performance Modeling, Policy Analysis, Risk, Risk Analysis, Stress Modeling, Team Player, Time Management, Treasury
LOCATION
New York, NY
POSTED
5 days ago

Title: VP Liquidity Stress Modeling & Treasury Analytics

Office Status: Hybrid New York, NY

Base Salary: $150k $170k + Bonus

ABOUT THE ROLE

This Vice President opportunity sits within the Group Treasury function of a leading global financial institution, focused on the development and enhancement of firmwide liquidity stress models across global markets and investment banking products. The role sits within a globally integrated Liquidity Stress Modeling team, working closely with Regional Liquidity Management, Funds Transfer Pricing, and business partners across multiple geographies to ensure the firm's liquidity framework accurately reflects risk across a complex, multi-product balance sheet. It's an ideal fit for a quantitatively strong treasury or liquidity risk professional with direct stress modeling experience who thrives in a collaborative, high-accountability environment with meaningful cross-functional exposure.

RESPONSIBILITIES
  • Lead and support the development and enhancement of liquidity stress testing models across global markets and investment banking products, applying both quantitative and qualitative modeling techniques
  • Establish and maintain model performance monitoring frameworks and conduct periodic reviews of stress assumptions to ensure ongoing accuracy and relevance
  • Evaluate liquidity risk through data analysis and business insights;perform new product liquidity impact modeling and sensitivity analysis
  • Contribute to the development and refinement of Funds Transfer Pricing allocations in partnership with the FTP team
  • Partner closely with the Global Treasury team including Regional Liquidity Management and Funds Transfer Pricing functions across international offices
  • Support UAT processes and perform impact assessments of policy and framework changes
  • Analyze liquidity risk drivers across investment banking products and assess their impact on the firm's liquidity reporting and stress position
  • Contribute to a strong control mindset across all modeling and analytical outputs;ensure results are delivered accurately and on time under tight deadlines

About the Company

M

Madison-Davis