Liquidity and Funding Modelling SME (LCR, NSFR, FTP)

Vor Ort
6 months
RM IT Professional Resources AG
flag_no Schweiz

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Liquidity and Funding Modelling SME/Specialist (LCR, NSFR, FTP) vacancy for a globally operating Zurich based company in the banking sector.

Your experience/skills:

  • University Degree in Economics, Finance, Mathematics, Statistics, Natural Sciences or a related Quantitative discipline
  • At least 5 years of working experience in Liquidity, Funding Modelling and Treasury in the financial services industry and/or Investment Banking, Private Banking and Investment-banking products
  • Solid knowledge of local Regulatory LCR and NSFR models (eg BIS, FINMA, ECB, etc.)
  • Excellent know-how of standard Liquidity plus Cash Flow Models as well as balancing sheet changes related to cash flow profiles for various business segments
  • Competency within Basel III LCR client categories as well as Financial Markets, Financial Engineering and business lines of a bank, Interest rate swaps, FX-swap, FRMM, HQLA, Senior Debt
  • Proficiency with MS Applications (eg Word, Excel, Access) and familiarity with database tools (eg SQL for Oracle DB) is a must
  • Experience within Retail and Corporate Banking Products: Mortgage loan, Margin (lombard) loan, savings deposits
  • Strong analytical skills with the ability to apply quantitative techniques to solve practical problems and translate them into a consistent model framework
  • Languages: English, fluent in written and spoken

Your tasks:

  • Helping with a range of Transfer Pricing related topics, including oversighting and approving of Funds Transfer Pricing (FTP) curve setting
  • Acting as Subject Matter Expert (SME) with regards to FTP construction and analysis
  • Interfacing with GT, Businesses, Finance, Audit, Regulators and other stakeholders with FTP SME expertise
  • Enhancement of the FTP curve setting process
  • Developing Liquidity and Funding Risk transfer as well as modelling of loans and deposits for FTP
  • Working within Funding Team - including resource planning, resource optimization, Funding Management and Funding Issuance

Start: ASAP
Duration: 6 MM+
Location: Zürich, Switzerland
Ref.Nr.: BH 15662

Does this Spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.

Going the Extra Mile.

As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.

Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.

New to Switzerland? In case of a successful placement, we support you with:

  • All administrative questions
  • Finding an apartment
  • Health - and social insurance
  • Work permit and much more

Thank you for your interest. By applying, you give us the permission to internally store and process your data for the application process. We strictly comply with the applicable data protection laws.