Liquidity Stress Modeling Specialist - Vice President

Nomura Holdings, inc.•New York, NY

2d•$150,000 - $170,000•Onsite

About The Position

The Liquidity Stress Modeling Specialist - Vice President role is within the Group Treasury department, which is part of Nomura's Finance division. This department is responsible for managing liquidity and funding in compliance with regulatory requirements and board-mandated stress tests. The team operates globally with members in Tokyo, London, Frankfurt, New York, Singapore, and Mumbai. The Liquidity Management team, specifically the Liquidity Stress Modeling group, focuses on developing and enhancing the firm's internal stress testing framework, assumptions, scenario/sensitivity analysis, model back-testing, and implementation of liquidity stress assumptions. The Liquidity management framework is applied globally and drives the firm's Funding Plan and Funds Transfer Pricing policy. The individual will be a key member of the Liquidity Stress Modeling team, supporting the development and enhancement of firmwide liquidity stress models and collaborating with Businesses and Regional Liquidity Management globally.

Requirements

Min of 5 years of experience in Liquidity Modeling at a bank
Bachelor’s degree in economics, Mathematics, Engineering or equivalent field.
Investment banking product knowledge and understanding of their impact on Liquidity reporting
Knowledge of liquidity best practices
Control mindset
Strong analytical/ numerical skills.
Ability to influence across varying levels of seniority within Finance and the Global Markets Division.
Impactful personality with strong interpersonal and communication skills.
Good IT Literacy, with a strong Excel/ Data Analysis skillset and experience with tools/programming languages such as Python, Alteryx, Tableau and Power BI.
Results focused in a pressurised environment with tight deadlines

Responsibilities

Oversee/ Lead the development of stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
Establish model performance monitoring and periodic review of stress assumptions
Evaluating liquidity risk through data analysis and business insights
New Product liquidity impact modeling and sensitivity analysis
Development of Funds Transfer Pricing Allocations
Close partnership with Global Treasury team, in particular Regional Liquidity Management and Funds Transfer Pricing team
Involvement in UAT and impact assessment of policy changes