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Liquidity & Funding Modeller

  • Gehalt: Negotiable
  • Art der Stelle: Contract, Full-time
  • Ort: Zürich
  • Berufsbereich: Risk, Audit & Compliance
  • Datum der Ausschreibung: 16.05.2019
  • Job ID: BBBH103500

Liquidity and Funding Modeller

Experis is the global leader in professional resourcing and project-based workforce solutions. Our suite of services ranges from interim and permanent recruitment to managed services and consulting, enabling businesses to achieve their goals. We accelerate organizational growth by attracting, assessing and placing specialized professional talent.

On behalf of our client, a leading financial institution in Zürich, we are looking for a candidate able to develop Liquidity and Funding Models within the Group Treasury.

Main responsibilities

  • Analyze and understand differences in local regulatory LCR and NSFR models (e.g. BIS, FINMA, ECB, etc.)
  • Develop an approach conceptually and empirically to approximate these measures based on a minimum required model attributes
  • Perform testing to find the right balance between simplification and accuracy
  • Lead discussions with stakeholders on approaches, assumptions and results
  • Analyze and understand the internal liquidity model
  • Develop an approach to derive the model and cash flow consistent balance sheet evolution
  • Perform testing to find the right balance between simplification and accuracy
  • Lead discussions with stakeholders on approaches, assumptions and results

Your skills:

  • 5 years experience in treasury / liquidity and funding related matters
  • Very good understanding of the various local regulatory liquidity and funding measures LCR and NSFR (e.g. BIS, FINMA, ECB, etc).
  • Very good understanding of standard liquidity/cash flow models and how balance sheet changes relate to cash flow profiles for the various business segments of a large bank.
  • Strong conceptual and analytical skills, with a good understanding of the business environment and ability to solve practical problems
  • Very good communication skills and the ability to explain technical topics clearly and intuitively

If you are interested in this opportunity, we look forward to receiving your CV or if you have any questions, contact Jane Leese on +41 44 229 99 49

If you are interested in other opportunities that Experis are recruiting, please click on the link https://www.experis.ch/experis-zurich.

We can only consider Swiss nationals or professionals possessing a valid EU passport for this engagement.