Support the development, execution, validation, and enhancement of the firm’s internal Liquidity Stress Testing framework. Maintain and improve key assumptions, methodologies, data inputs, transformation logic, and risk metrics used to assess liquidity under stress scenarios. Perform analysis on liquidity risk drivers, including deposit behavior, investment portfolio positioning, collateral management, funding sources, derivatives and markets products, and broader balance sheet trends. Recurring reporting and insights for senior stakeholders across Treasury, Risk, and Finance, including monitoring key liquidity metrics, explaining movements, collaborating with business stakeholders, and supporting regulatory requests.
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Career Level
Senior
Education Level
No Education Listed