VP, Liquidity Model Validation

Full Time

International Banking Client

Office Status: Hybrid (2 to 3 days in office per week)

Responsibilities:

  • Identify key liquidity risk factors
  • Evaluate soundness of liquidity model choices
  • Challenge model assumptions and limitations
  • Challenge model implementation: perform independent checks to ensure model is implemented and working as intended, review sensitivity analysis and tests performed, review controls and procedures put in place
  • Perform independent tests on the models (statistical tests, coherence tests, benchmarking, etc)
  • Write validation reports comprising tests performed, validation conclusions and recommendations addressed to the first line of defense
  • Evaluate recommendation remediations and opine on sufficiency
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