(LCR) Finance Modeller and Methodologies Specialist

Zürich  ‐ Vor Ort
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Beschreibung

For one of our clients a tier 1 wealth management/investment bank based in Zurich we are looking for a Finance Modelling and Methodologies Specialist for a 6 months contract with possibility to extend.

Your role

Are you an innovative thinker who likes to enhance liquidity and funding forecasting tools? Do you know how to solve problems? For the Liquidity and Funding Modelling team we are looking for someone like that who can:

  • Analyze and develop an approach conceptually and empirically to derive a consistent balance-sheet forecast from a cash flow forecast (which can be used to derive LCR)
  • Analyze and understand regulatory LCR models (eg BIS, FINMA, ECB, etc.) to develop an approach conceptually and empirically to approximate these measures based on a simplified (less granular) balance sheet and Proxy LCR calculations
  • Perform testing to find the right balance between simplification and accuracy
  • Lead discussions with stakeholders on approaches, assumptions and results
  • Produce model documentation according to the required standards

Your team

You'll be working in the Liquidity and Funding Modelling team in Zurich. We are responsible for the implementation, design and development of regulatory and internal liquidity and funding risk models used and its entities, as well as their maintenance and continuous improvement. These models are used to determine the funding and liquidity needs, regions and key entities globally, and to charge liquidity and funding costs to the respective businesses. Our team collaborates with the IT department, the reporting team, functional (business) experts and the treasury teams in the regions.

You have:

  • Experience in modelling
  • Knowledge in treasury/liquidity and funding related matters
  • Understanding of the business segments of a large bank and how these are reflected on the balance sheet
  • Experience and understanding of regulatory LCR measures and typical internal liquidity measures/models
  • Very good communication skills and the ability to explain technical topics clearly and intuitively

You are:

  • A professional with 5 years of relevant experience in treasury/liquidity and funding modelling
  • Proficient in MS Applications (eg Access) F
  • Familiar with running and refining database queries (eg SQL for Oracle DB)
  • Able to work under time pressure and to manage the priorities in a complex project setup
  • A great collaborator with various stakeholders on complex qualitative and quantitative topics

If you match to the requirements, please apply via this website.

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Start
ab sofort
Dauer
6 + ext.
(Verlängerung möglich)
Von
Stamford Consultants AG
Eingestellt
18.06.2019
Projekt-ID:
1785745
Vertragsart
Freiberuflich
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